+404.1%
XLE vs TNA
+781.2%
-377.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +5.4% | +3.7% | +1.7% | +4.1% |
| 30D | -3.9% | +4.4% | -8.3% | -5.9% |
| 3M | +7.0% | -26.7% | +33.7% | +14.9% |
| 6M | +14.2% | -12.8% | +27.0% | +15.0% |
| YTD | +48.2% | +22.7% | +25.5% | +32.3% |
| 1Y | +47.7% | +35.7% | +12.0% | +27.4% |
| 3Y | +70.0% | +134.6% | -64.6% | +10.5% |
| 5Y | +169.1% | -46.0% | +215.1% | +137.1% |
| 10Y | +180.7% | +38.0% | +142.7% | +44.6% |
| All | +404.1% | +781.2% | -377.0% | -9.1% |
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