+163.4%
C vs TNA
+812.2%
-648.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.7% |
| 30D | -5.2% | -0.7% | -4.4% | -5.7% |
| 3M | -9.1% | -21.5% | +12.4% | -0.5% |
| 6M | -1.6% | -11.2% | +9.7% | +1.0% |
| YTD | +6.9% | +27.0% | -20.0% | -7.6% |
| 1Y | +23.0% | +28.0% | -5.1% | +4.9% |
| 3Y | +216.1% | +142.9% | +73.2% | +73.5% |
| 5Y | +112.2% | -42.6% | +154.8% | +81.6% |
| 10Y | +208.8% | +53.3% | +155.5% | +5.9% |
| All | +163.4% | +812.2% | -648.7% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling