+317.3%
D vs TNA
+836.4%
-519.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.1% | -0.8% |
| 7D | -2.4% | -2.1% | -0.3% | -2.4% |
| 30D | +9.0% | +3.1% | +5.9% | +8.3% |
| 3M | +1.0% | -20.2% | +21.1% | +3.2% |
| 6M | +11.0% | -10.0% | +21.0% | +11.3% |
| YTD | +19.8% | +30.3% | -10.6% | +14.2% |
| 1Y | +16.0% | +31.1% | -15.1% | +10.1% |
| 3Y | +74.4% | +149.4% | -75.0% | +45.4% |
| 5Y | +13.5% | -42.5% | +56.0% | +6.9% |
| 10Y | +48.4% | +46.7% | +1.7% | +5.8% |
| All | +317.3% | +836.4% | -519.1% | +79.5% |
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