+195.1%
C vs TNA
+1,004.3%
-809.2%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | +0.1% | -4.9% | +5.0% | +2.0% |
| 3M | +2.4% | +0.4% | +2.0% | +1.2% |
| 6M | +24.9% | +32.5% | -7.6% | +7.7% |
| YTD | +19.8% | +53.7% | -33.9% | -3.6% |
| 1Y | +44.9% | +65.1% | -20.2% | +10.7% |
| 3Y | +263.0% | +98.4% | +164.5% | +118.7% |
| 5Y | +129.5% | -22.5% | +152.0% | +71.5% |
| 10Y | +291.6% | +82.5% | +209.1% | +24.6% |
| All | +195.1% | +1,004.3% | -809.2% | -88.9% |
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