+1,952.1%
ALL vs TNA
+790.3%
+1,161.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +2.9% |
| 7D | 0.0% | +7.7% | -7.7% | -2.0% |
| 30D | +12.8% | -0.7% | +13.5% | +12.1% |
| 3M | +4.7% | -25.4% | +30.1% | +10.9% |
| 6M | +24.9% | -11.8% | +36.8% | +25.3% |
| YTD | +30.0% | +23.9% | +6.1% | +17.7% |
| 1Y | +29.9% | +25.6% | +4.4% | +16.6% |
| 3Y | +117.5% | +137.1% | -19.6% | +47.0% |
| 5Y | +161.7% | -45.4% | +207.1% | +130.9% |
| 10Y | +377.1% | +39.5% | +337.6% | +135.0% |
| All | +1,952.1% | +790.3% | +1,161.8% | +136.9% |
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 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