+102.9%
XLP vs TNA
+76.8%
+26.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -1.4% | +4.1% | -5.5% | -1.9% |
| 30D | -1.3% | -7.6% | +6.3% | -0.5% |
| 3M | +1.8% | +8.1% | -6.2% | +0.7% |
| 6M | -0.8% | +49.0% | -49.8% | -6.0% |
| YTD | +9.5% | +51.7% | -42.2% | +3.2% |
| 1Y | +7.2% | +59.6% | -52.4% | -0.3% |
| 3Y | +27.1% | +118.9% | -91.8% | +7.9% |
| 5Y | +32.0% | -19.2% | +51.2% | +19.9% |
| 10Y | +102.9% | +77.2% | +25.7% | +42.0% |
| All | +102.9% | +76.8% | +26.1% | +42.0% |
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