+201.4%
B vs TNA
+86.1%
+115.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -2.4% | -7.3% | +4.9% | -1.6% |
| 30D | +6.3% | -14.2% | +20.5% | +8.0% |
| 3M | +12.1% | -4.6% | +16.7% | +12.6% |
| 6M | -3.1% | +36.9% | -40.0% | -6.1% |
| YTD | +2.0% | +42.5% | -40.6% | -1.5% |
| 1Y | +51.7% | +45.8% | +5.9% | +45.9% |
| 3Y | +190.5% | +104.7% | +85.9% | +164.5% |
| 5Y | +158.0% | -21.7% | +179.7% | +140.8% |
| All | +201.4% | +86.1% | +115.3% | +172.7% |
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