+132.0%
C vs TNA
-22.1%
+154.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +2.0% |
| 7D | +2.6% | -3.6% | +6.2% | +3.6% |
| 30D | +1.9% | -10.1% | +12.0% | +4.9% |
| 3M | +2.8% | +2.7% | +0.1% | +1.5% |
| 6M | +30.6% | +38.4% | -7.9% | +17.0% |
| YTD | +19.9% | +45.4% | -25.6% | +5.6% |
| 1Y | +44.6% | +55.9% | -11.4% | +23.5% |
| 3Y | +272.1% | +109.8% | +162.3% | +170.0% |
| 5Y | +132.0% | -22.5% | +154.5% | +87.5% |
| All | +132.0% | -22.1% | +154.1% | +87.5% |
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