+151.4%
ADBE vs TNA
+86.1%
+65.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | -5.4% | -7.3% | +1.9% | -3.6% |
| 30D | -2.5% | -14.2% | +11.7% | +1.0% |
| 3M | +15.3% | -4.6% | +19.8% | +15.7% |
| 6M | -7.8% | +36.9% | -44.8% | -17.2% |
| YTD | -27.9% | +42.5% | -70.5% | -36.6% |
| 1Y | -28.0% | +45.8% | -73.8% | -37.8% |
| 3Y | -55.3% | +104.7% | -160.0% | -68.3% |
| 5Y | -61.7% | -21.7% | -40.0% | -67.7% |
| All | +151.4% | +86.1% | +65.3% | +43.8% |
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