+189.7%
B vs TNA
+1,004.3%
-814.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +9.4% | -4.9% | +14.3% | +10.1% |
| 3M | +5.0% | +0.4% | +4.6% | +4.9% |
| 6M | -3.5% | +32.5% | -36.1% | -6.7% |
| YTD | +4.5% | +53.7% | -49.3% | -0.7% |
| 1Y | +67.8% | +65.1% | +2.7% | +57.9% |
| 3Y | +196.7% | +98.4% | +98.3% | +163.6% |
| 5Y | +151.9% | -22.5% | +174.4% | +134.5% |
| 10Y | +202.2% | +82.5% | +119.6% | +122.3% |
| All | +189.7% | +1,004.3% | -814.6% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling