+1,709.5%
BE vs TNA
+138.6%
+1,570.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.2% |
| 7D | +10.8% | +3.7% | +7.1% | +8.7% |
| 30D | -19.8% | +4.4% | -24.2% | -21.2% |
| 3M | -18.7% | -26.7% | +7.9% | +0.4% |
| 6M | -33.7% | -12.8% | -20.9% | -25.1% |
| YTD | +121.0% | +22.7% | +98.3% | +105.4% |
| 1Y | +85.4% | +35.7% | +49.7% | +64.1% |
| 3Y | +1,709.5% | +134.6% | +1,574.9% | +827.8% |
| All | +1,709.5% | +138.6% | +1,570.9% | +827.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling