-2.0%
XLC vs TNA
+52.8%
-54.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +0.5% | -7.3% | +7.8% | +1.4% |
| 30D | +2.1% | -14.2% | +16.3% | +3.8% |
| 3M | +0.7% | -4.6% | +5.3% | +1.0% |
| 6M | -3.2% | +36.9% | -40.1% | -7.8% |
| YTD | -3.8% | +42.5% | -46.3% | -9.4% |
| 1Y | -2.0% | +45.8% | -47.8% | -8.3% |
| All | -2.0% | +52.8% | -54.9% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling