+637.8%
XLB vs TNA
+990.0%
-352.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -0.2% | +4.1% | -4.3% | -1.3% |
| 30D | -1.7% | -7.6% | +5.9% | +0.2% |
| 3M | +4.4% | +8.1% | -3.7% | +1.7% |
| 6M | +5.0% | +49.0% | -44.0% | -7.0% |
| YTD | +15.5% | +51.7% | -36.2% | +1.2% |
| 1Y | +14.9% | +59.6% | -44.7% | -1.8% |
| 3Y | +34.5% | +118.9% | -84.4% | -4.4% |
| 5Y | +36.5% | -19.2% | +55.7% | +13.6% |
| 10Y | +159.6% | +77.2% | +82.4% | +32.4% |
| All | +637.8% | +990.0% | -352.2% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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