+117.0%
AA vs TNA
+86.1%
+30.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | -3.4% | -7.3% | +3.8% | 0.0% |
| 30D | -5.8% | -14.2% | +8.4% | +1.1% |
| 3M | -29.9% | -4.6% | -25.3% | -29.0% |
| 6M | -27.0% | +36.9% | -63.9% | -39.0% |
| YTD | -8.7% | +42.5% | -51.3% | -25.7% |
| 1Y | +50.6% | +45.8% | +4.9% | +20.1% |
| 3Y | +74.1% | +104.7% | -30.6% | +4.9% |
| 5Y | +2.6% | -21.7% | +24.3% | -15.7% |
| All | +117.0% | +86.1% | +30.9% | -7.3% |
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