+207.2%
C vs TNA
+34.7%
+172.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +1.6% |
| 7D | +4.7% | +7.7% | -3.0% | +1.8% |
| 30D | +0.2% | -0.7% | +0.9% | -0.3% |
| 3M | -9.3% | -25.4% | +16.0% | -0.5% |
| 6M | -0.8% | -11.8% | +11.0% | +1.7% |
| YTD | +8.5% | +23.9% | -15.4% | -2.8% |
| 1Y | +23.1% | +25.6% | -2.5% | +9.1% |
| 3Y | +220.8% | +137.1% | +83.7% | +100.4% |
| 5Y | +112.4% | -45.4% | +157.8% | +98.2% |
| All | +207.2% | +34.7% | +172.5% | +36.8% |
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