+158.8%
B vs TNA
-22.1%
+180.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.3% | +1.8% |
| 7D | +1.0% | -3.6% | +4.6% | +1.6% |
| 30D | +9.5% | -10.1% | +19.5% | +11.3% |
| 3M | +14.3% | +2.7% | +11.6% | +13.8% |
| 6M | -1.9% | +38.4% | -40.3% | -6.6% |
| YTD | +4.1% | +45.4% | -41.3% | -1.6% |
| 1Y | +56.1% | +55.9% | +0.2% | +45.7% |
| 3Y | +202.0% | +109.8% | +92.2% | +160.4% |
| 5Y | +158.8% | -22.5% | +181.3% | +123.4% |
| All | +158.8% | -22.1% | +180.9% | +123.4% |
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 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