+253.9%
XLI vs TNA
+86.1%
+167.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -1.7% | -7.3% | +5.6% | +0.2% |
| 30D | -7.3% | -14.2% | +6.9% | -3.8% |
| 3M | -1.3% | -4.6% | +3.2% | -0.5% |
| 6M | +2.2% | +36.9% | -34.7% | -6.8% |
| YTD | +11.7% | +42.5% | -30.8% | +0.3% |
| 1Y | +14.3% | +45.8% | -31.5% | +0.9% |
| 3Y | +70.3% | +104.7% | -34.3% | +25.7% |
| 5Y | +82.3% | -21.7% | +104.0% | +55.1% |
| All | +253.9% | +86.1% | +167.8% | +86.5% |
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