+143.4%
B vs TNA
+781.2%
-637.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | -7.8% | -26.7% | +18.9% | -4.5% |
| 6M | -15.5% | -12.8% | -2.7% | -14.3% |
| YTD | -12.3% | +22.7% | -34.9% | -14.5% |
| 1Y | +5.4% | +35.7% | -30.3% | +1.5% |
| 3Y | +165.5% | +134.6% | +31.0% | +133.0% |
| 5Y | +107.0% | -46.0% | +153.0% | +100.8% |
| 10Y | +210.6% | +38.0% | +172.6% | +136.7% |
| All | +143.4% | +781.2% | -637.8% | +4.4% |
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 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