+48.8%
D vs TNA
+34.7%
+14.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.3% |
| 7D | -3.1% | +7.7% | -10.8% | -3.9% |
| 30D | +8.4% | -0.7% | +9.1% | +8.1% |
| 3M | +0.2% | -25.4% | +25.6% | +3.1% |
| 6M | +9.5% | -11.8% | +21.3% | +10.0% |
| YTD | +18.8% | +23.9% | -5.1% | +14.0% |
| 1Y | +14.7% | +25.6% | -10.9% | +9.5% |
| 3Y | +72.9% | +137.1% | -64.2% | +44.5% |
| 5Y | +13.1% | -45.4% | +58.5% | +7.2% |
| All | +48.8% | +34.7% | +14.1% | +4.1% |
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