+54.9%
XLE vs TNA
+117.1%
-62.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | 0.0% | +4.1% | -4.1% | -0.5% |
| 30D | +12.6% | -7.6% | +20.3% | +13.6% |
| 3M | +11.8% | +8.1% | +3.8% | +10.1% |
| 6M | +16.1% | +49.0% | -32.9% | +7.7% |
| YTD | +46.9% | +51.7% | -4.9% | +35.0% |
| 1Y | +53.3% | +59.6% | -6.4% | +38.4% |
| 3Y | +54.9% | +118.9% | -64.0% | +26.7% |
| All | +54.9% | +117.1% | -62.2% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling