+394.2%
XLE vs TNA
+1,004.3%
-610.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +11.8% | -4.9% | +16.7% | +13.0% |
| 3M | +9.8% | +0.4% | +9.4% | +8.3% |
| 6M | +15.6% | +32.5% | -17.0% | +3.1% |
| YTD | +45.3% | +53.7% | -8.5% | +23.3% |
| 1Y | +48.3% | +65.1% | -16.8% | +21.3% |
| 3Y | +55.4% | +98.4% | -43.0% | +7.0% |
| 5Y | +216.1% | -22.5% | +238.6% | +152.2% |
| 10Y | +178.4% | +82.5% | +95.9% | +33.3% |
| All | +394.2% | +1,004.3% | -610.1% | -15.2% |
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