+1,297.6%
TNA vs XME
+578.0%
+719.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -2.9% |
| 7D | +4.1% | +3.6% | +0.5% | -1.2% |
| 30D | -7.6% | +3.6% | -11.3% | -12.8% |
| 3M | +8.1% | +1.2% | +6.9% | +3.7% |
| 6M | +49.0% | +9.0% | +40.0% | +28.7% |
| YTD | +51.7% | +15.9% | +35.8% | +18.3% |
| 1Y | +59.6% | +43.2% | +16.4% | -9.6% |
| 3Y | +118.9% | +137.4% | -18.5% | -32.7% |
| 5Y | -19.2% | +185.0% | -204.2% | -79.1% |
| 10Y | +77.2% | +409.5% | -332.3% | -72.4% |
| All | +1,297.6% | +578.0% | +719.6% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling