+143.7%
XLC vs TNA
-23.1%
+166.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +0.5% | -7.3% | +7.8% | +2.1% |
| 30D | +2.1% | -14.2% | +16.3% | +5.4% |
| 3M | +0.7% | -4.6% | +5.3% | +1.2% |
| 6M | -3.2% | +36.9% | -40.1% | -11.1% |
| YTD | -3.8% | +42.5% | -46.3% | -13.1% |
| 1Y | -2.0% | +45.8% | -47.8% | -12.9% |
| 3Y | +71.4% | +104.7% | -33.3% | +28.7% |
| 5Y | +40.7% | -21.7% | +62.4% | +20.8% |
| All | +143.7% | -23.1% | +166.8% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling