+214.8%
B vs TNA
+33.3%
+181.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -7.3% | +3.7% | -11.0% | -7.7% |
| 30D | -3.3% | +4.4% | -7.7% | -3.9% |
| 3M | -7.8% | -26.7% | +18.9% | -4.8% |
| 6M | -15.5% | -12.8% | -2.7% | -14.4% |
| YTD | -12.3% | +22.7% | -34.9% | -14.1% |
| 1Y | +5.4% | +35.7% | -30.3% | +2.2% |
| 3Y | +165.5% | +134.6% | +31.0% | +140.3% |
| 5Y | +107.0% | -46.0% | +153.0% | +98.5% |
| All | +214.8% | +33.3% | +181.5% | +178.9% |
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 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