+2,234.1%
F vs TNA
+1,004.3%
+1,229.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.2% |
| 7D | +5.3% | -0.1% | +5.4% | +5.3% |
| 30D | +4.6% | -4.9% | +9.5% | +6.3% |
| 3M | -3.7% | +0.4% | -4.0% | -4.5% |
| 6M | +16.8% | +32.5% | -15.7% | +4.5% |
| YTD | +15.3% | +53.7% | -38.4% | -2.5% |
| 1Y | +31.0% | +65.1% | -34.1% | +6.7% |
| 3Y | +45.4% | +98.4% | -53.0% | -0.7% |
| 5Y | +54.7% | -22.5% | +77.1% | +31.3% |
| 10Y | +98.2% | +82.5% | +15.7% | -5.2% |
| All | +2,234.1% | +1,004.3% | +1,229.8% | +258.3% |
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