+467.6%
XLU vs TNA
+924.1%
-456.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -1.6% | -7.3% | +5.7% | -0.6% |
| 30D | -3.3% | -14.2% | +10.9% | -1.4% |
| 3M | -3.2% | -4.6% | +1.4% | -2.9% |
| 6M | -7.0% | +36.9% | -43.9% | -11.6% |
| YTD | +0.6% | +42.5% | -41.9% | -5.3% |
| 1Y | +2.4% | +45.8% | -43.3% | -4.5% |
| 3Y | +46.3% | +104.7% | -58.4% | +23.3% |
| 5Y | +44.0% | -21.7% | +65.7% | +29.6% |
| 10Y | +140.1% | +83.8% | +56.2% | +62.1% |
| All | +467.6% | +924.1% | -456.5% | +120.5% |
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 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