+22.1%
ALNY vs TNA
+101.9%
-79.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -6.5% | -7.3% | +0.7% | -5.4% |
| 30D | +11.0% | -14.2% | +25.2% | +13.7% |
| 3M | -14.1% | -4.6% | -9.5% | -13.8% |
| 6M | -22.4% | +36.9% | -59.3% | -27.3% |
| YTD | -37.5% | +42.5% | -80.0% | -42.0% |
| 1Y | -46.9% | +45.8% | -92.7% | -51.3% |
| 3Y | +22.1% | +104.7% | -82.6% | -12.3% |
| All | +22.1% | +101.9% | -79.8% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling