+248.8%
XLF vs TNA
+86.1%
+162.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -1.5% | -7.3% | +5.8% | +0.5% |
| 30D | -1.2% | -14.2% | +13.0% | +2.7% |
| 3M | +9.2% | -4.6% | +13.7% | +9.9% |
| 6M | +16.3% | +36.9% | -20.6% | +4.8% |
| YTD | +5.4% | +42.5% | -37.1% | -6.6% |
| 1Y | +7.6% | +45.8% | -38.2% | -6.4% |
| 3Y | +74.2% | +104.7% | -30.4% | +24.0% |
| 5Y | +66.1% | -21.7% | +87.8% | +38.7% |
| All | +248.8% | +86.1% | +162.8% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling