+12,152.3%
AAPL vs TNA
+990.0%
+11,162.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -2.7% | +4.1% | -6.8% | -3.7% |
| 30D | +1.0% | -7.6% | +8.6% | +2.7% |
| 3M | +5.0% | +8.1% | -3.1% | +2.4% |
| 6M | +23.0% | +49.0% | -26.0% | +10.2% |
| YTD | +16.6% | +51.7% | -35.1% | +3.3% |
| 1Y | +33.4% | +59.6% | -26.2% | +15.4% |
| 3Y | +79.9% | +118.9% | -39.0% | +32.1% |
| 5Y | +109.0% | -19.2% | +128.2% | +78.5% |
| 10Y | +1,210.4% | +77.2% | +1,133.2% | +648.6% |
| All | +12,152.3% | +990.0% | +11,162.4% | +2,987.0% |
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 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