+1,278.0%
AAPL vs TNA
+86.1%
+1,191.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.5% |
| 7D | +3.8% | -7.3% | +11.1% | +5.7% |
| 30D | +9.9% | -14.2% | +24.1% | +13.8% |
| 3M | +12.5% | -4.6% | +17.1% | +13.0% |
| 6M | +27.6% | +36.9% | -9.3% | +16.0% |
| YTD | +22.6% | +42.5% | -20.0% | +9.4% |
| 1Y | +45.0% | +45.8% | -0.8% | +27.2% |
| 3Y | +87.8% | +104.7% | -16.9% | +36.8% |
| 5Y | +128.7% | -21.7% | +150.4% | +93.7% |
| All | +1,278.0% | +86.1% | +1,191.9% | +720.5% |
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