+1,264.4%
BE vs TNA
-23.3%
+1,287.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +6.0% |
| 7D | +9.0% | -7.3% | +16.3% | +14.6% |
| 30D | +16.3% | -14.2% | +30.4% | +28.5% |
| 3M | +10.8% | -4.6% | +15.4% | +16.3% |
| 6M | +73.2% | +36.9% | +36.3% | +44.5% |
| YTD | +217.4% | +42.5% | +174.8% | +160.6% |
| 1Y | +309.8% | +45.8% | +264.0% | +236.3% |
| 3Y | +1,726.2% | +104.7% | +1,621.5% | +936.2% |
| All | +1,264.4% | -23.3% | +1,287.7% | +1,244.6% |
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