+314.8%
D vs TNA
+781.2%
-466.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.3% |
| 7D | -1.4% | +3.7% | -5.1% | -1.9% |
| 30D | +7.7% | +4.4% | +3.4% | +6.9% |
| 3M | -0.3% | -26.7% | +26.4% | +2.9% |
| 6M | +10.1% | -12.8% | +22.9% | +10.8% |
| YTD | +19.1% | +22.7% | -3.6% | +14.3% |
| 1Y | +15.9% | +35.7% | -19.8% | +9.6% |
| 3Y | +75.0% | +134.6% | -59.6% | +47.0% |
| 5Y | +13.4% | -46.0% | +59.4% | +7.5% |
| 10Y | +47.5% | +38.0% | +9.4% | +5.9% |
| All | +314.8% | +781.2% | -466.4% | +79.7% |
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