+291.5%
C vs TNA
+84.1%
+207.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.6% |
| 7D | +0.3% | -7.6% | +7.9% | +3.0% |
| 30D | +2.0% | -13.6% | +15.6% | +7.2% |
| 3M | +4.4% | +2.8% | +1.5% | +2.7% |
| 6M | +28.3% | +34.5% | -6.2% | +13.2% |
| YTD | +20.5% | +41.0% | -20.5% | +4.0% |
| 1Y | +45.5% | +52.0% | -6.5% | +20.6% |
| 3Y | +274.0% | +103.5% | +170.6% | +148.0% |
| 5Y | +136.1% | -22.5% | +158.7% | +91.8% |
| All | +291.5% | +84.1% | +207.4% | +63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling