+127.8%
AAPL vs TNA
-23.3%
+151.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.5% |
| 7D | +3.8% | -7.3% | +11.1% | +5.6% |
| 30D | +9.9% | -14.2% | +24.1% | +13.6% |
| 3M | +12.5% | -4.6% | +17.1% | +13.0% |
| 6M | +27.6% | +36.9% | -9.3% | +16.3% |
| YTD | +22.6% | +42.5% | -20.0% | +9.8% |
| 1Y | +45.0% | +45.8% | -0.8% | +27.6% |
| 3Y | +87.8% | +104.7% | -16.9% | +36.0% |
| All | +127.8% | -23.3% | +151.1% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling