+35.5%
D vs TNA
+84.1%
-48.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | -1.6% | -7.6% | +6.0% | -0.8% |
| 30D | -3.5% | -13.6% | +10.1% | -2.0% |
| 3M | -1.6% | +2.8% | -4.4% | -2.2% |
| 6M | +5.8% | +34.5% | -28.7% | +1.4% |
| YTD | +14.5% | +41.0% | -26.6% | +8.7% |
| 1Y | +14.2% | +52.0% | -37.9% | +6.7% |
| 3Y | +59.0% | +103.5% | -44.5% | +36.1% |
| 5Y | +5.4% | -22.5% | +27.9% | -4.4% |
| All | +35.5% | +84.1% | -48.6% | -6.1% |
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