+1,897.3%
ALL vs TNA
+1,004.3%
+893.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.5% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.5% | -4.9% | +3.4% | -0.5% |
| 3M | +23.6% | +0.4% | +23.2% | +21.9% |
| 6M | +22.3% | +32.5% | -10.2% | +11.3% |
| YTD | +26.5% | +53.7% | -27.2% | +10.0% |
| 1Y | +27.0% | +65.1% | -38.1% | +6.9% |
| 3Y | +149.6% | +98.4% | +51.1% | +78.2% |
| 5Y | +118.1% | -22.5% | +140.6% | +76.5% |
| 10Y | +369.0% | +82.5% | +286.4% | +116.0% |
| All | +1,897.3% | +1,004.3% | +893.0% | +121.2% |
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