+382.8%
XLE vs TNA
+812.2%
-429.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | -6.7% | -0.5% | -6.2% | -7.0% |
| 30D | -4.4% | -0.7% | -3.7% | -5.1% |
| 3M | +4.0% | -21.5% | +25.5% | +9.7% |
| 6M | +13.2% | -11.2% | +24.4% | +13.5% |
| YTD | +41.9% | +27.0% | +14.9% | +25.6% |
| 1Y | +41.6% | +28.0% | +13.6% | +24.2% |
| 3Y | +64.0% | +142.9% | -78.9% | +5.6% |
| 5Y | +158.1% | -42.6% | +200.7% | +123.5% |
| 10Y | +163.9% | +53.3% | +110.7% | +31.9% |
| All | +382.8% | +812.2% | -429.4% | -13.7% |
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 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