+1,879.5%
F vs TNA
+836.4%
+1,043.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.1% |
| 7D | -2.1% | -2.1% | 0.0% | -2.0% |
| 30D | +3.3% | +3.1% | +0.2% | +1.4% |
| 3M | -11.3% | -20.2% | +8.9% | -5.4% |
| 6M | +5.3% | -10.0% | +15.3% | +7.1% |
| YTD | -2.2% | +30.3% | -32.6% | -13.5% |
| 1Y | -3.5% | +31.1% | -34.7% | -15.3% |
| 3Y | +49.5% | +149.4% | -99.8% | -5.9% |
| 5Y | -13.5% | -42.5% | +28.9% | -19.5% |
| 10Y | +69.0% | +46.7% | +22.3% | -13.3% |
| All | +1,879.5% | +836.4% | +1,043.1% | +217.9% |
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