+116.2%
B vs TNA
-41.7%
+157.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.2% | -2.0% |
| 7D | -2.7% | -2.1% | -0.5% | -2.5% |
| 30D | -4.3% | +3.1% | -7.4% | -5.1% |
| 3M | -2.3% | -20.2% | +17.9% | +1.1% |
| 6M | -16.2% | -10.0% | -6.2% | -15.0% |
| YTD | -8.8% | +30.3% | -39.2% | -12.6% |
| 1Y | +11.4% | +31.1% | -19.8% | +6.4% |
| 3Y | +174.3% | +149.4% | +24.9% | +132.1% |
| 5Y | +116.2% | -42.5% | +158.6% | +92.0% |
| All | +116.2% | -41.7% | +157.9% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling