+39.3%
XLC vs TNA
-26.1%
+65.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.3% |
| 7D | -1.7% | -7.6% | +5.9% | 0.0% |
| 30D | +0.2% | -13.6% | +13.8% | +3.3% |
| 3M | +0.7% | +2.8% | -2.1% | -0.5% |
| 6M | -4.5% | +34.5% | -39.0% | -12.0% |
| YTD | -4.7% | +41.0% | -45.8% | -13.8% |
| 1Y | -1.5% | +52.0% | -53.5% | -13.4% |
| 3Y | +72.2% | +103.5% | -31.2% | +27.4% |
| 5Y | +39.3% | -22.5% | +61.8% | +16.4% |
| All | +39.3% | -26.1% | +65.4% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling