+116.1%
ALL vs TNA
-22.1%
+138.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +0.5% |
| 7D | -2.2% | -3.6% | +1.4% | -1.9% |
| 30D | -5.6% | -10.1% | +4.5% | -4.6% |
| 3M | +17.2% | +2.7% | +14.5% | +16.3% |
| 6M | +23.2% | +38.4% | -15.2% | +17.2% |
| YTD | +23.6% | +45.4% | -21.8% | +16.1% |
| 1Y | +29.2% | +55.9% | -26.8% | +19.5% |
| 3Y | +153.8% | +109.8% | +44.0% | +110.9% |
| 5Y | +116.1% | -22.5% | +138.6% | +91.1% |
| All | +116.1% | -22.1% | +138.2% | +91.1% |
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