+216.9%
B vs TNA
+34.7%
+182.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.8% | -2.6% |
| 7D | -6.2% | +7.7% | -13.9% | -7.0% |
| 30D | -6.6% | -0.7% | -5.9% | -6.7% |
| 3M | -7.9% | -25.4% | +17.5% | -5.1% |
| 6M | -16.8% | -11.8% | -5.0% | -15.8% |
| YTD | -11.7% | +23.9% | -35.6% | -13.6% |
| 1Y | +3.5% | +25.6% | -22.1% | +1.0% |
| 3Y | +165.7% | +137.1% | +28.6% | +140.2% |
| 5Y | +108.4% | -45.4% | +153.8% | +99.6% |
| All | +216.9% | +34.7% | +182.2% | +180.4% |
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