+1,886.1%
F vs TNA
+749.6%
+1,136.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.6% |
| 7D | +1.6% | -7.0% | +8.5% | +3.6% |
| 30D | +2.6% | -6.4% | +9.1% | +4.2% |
| 3M | -8.8% | -25.7% | +16.9% | -0.2% |
| 6M | +4.6% | -19.7% | +24.4% | +10.6% |
| YTD | -1.9% | +18.3% | -20.2% | -10.2% |
| 1Y | -0.8% | +24.6% | -25.3% | -11.3% |
| 3Y | +43.5% | +112.8% | -69.3% | -4.6% |
| 5Y | -12.1% | -49.5% | +37.5% | -14.4% |
| 10Y | +83.6% | +76.4% | +7.3% | -11.3% |
| All | +1,886.1% | +749.6% | +1,136.5% | +230.0% |
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