+303.7%
D vs TNA
+1,004.3%
-700.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +1.5% | -0.1% | +1.5% | +1.4% |
| 30D | -2.6% | -4.9% | +2.3% | -2.1% |
| 3M | 0.0% | +0.4% | -0.4% | -0.4% |
| 6M | +7.4% | +32.5% | -25.2% | +2.9% |
| YTD | +15.9% | +53.7% | -37.9% | +8.8% |
| 1Y | +18.1% | +65.1% | -47.0% | +9.2% |
| 3Y | +58.4% | +98.4% | -40.1% | +36.2% |
| 5Y | +5.2% | -22.5% | +27.7% | -4.4% |
| 10Y | +35.9% | +82.5% | -46.7% | -5.5% |
| All | +303.7% | +1,004.3% | -700.7% | +71.0% |
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