+3.9%
D vs TNA
-22.1%
+26.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.5% | -1.3% |
| 7D | -0.4% | -3.6% | +3.2% | -0.1% |
| 30D | -2.1% | -10.1% | +8.0% | -1.2% |
| 3M | -0.7% | +2.7% | -3.4% | -1.2% |
| 6M | +5.6% | +38.4% | -32.8% | +1.8% |
| YTD | +14.6% | +45.4% | -30.9% | +9.6% |
| 1Y | +15.3% | +55.9% | -40.6% | +9.0% |
| 3Y | +59.1% | +109.8% | -50.7% | +38.4% |
| 5Y | +3.9% | -22.5% | +26.4% | -9.2% |
| All | +3.9% | -22.1% | +26.1% | -9.2% |
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