+358.0%
ALL vs TNA
+84.1%
+273.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.2% |
| 7D | -4.3% | -7.6% | +3.3% | -3.0% |
| 30D | -3.6% | -13.6% | +10.0% | -1.3% |
| 3M | +13.2% | +2.8% | +10.4% | +11.8% |
| 6M | +22.5% | +34.5% | -12.0% | +14.0% |
| YTD | +22.7% | +41.0% | -18.3% | +12.3% |
| 1Y | +28.3% | +52.0% | -23.7% | +14.6% |
| 3Y | +152.0% | +103.5% | +48.6% | +94.6% |
| 5Y | +115.4% | -22.5% | +138.0% | +85.9% |
| All | +358.0% | +84.1% | +273.9% | +168.9% |
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 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