+57.7%
GEV vs TNA
+70.0%
-12.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | -7.5% | -4.9% | -2.6% | -5.4% |
| 3M | -2.2% | +0.4% | -2.5% | -2.4% |
| 6M | +12.1% | +32.5% | -20.4% | -1.3% |
| YTD | +44.4% | +53.7% | -9.3% | +18.6% |
| 1Y | +57.7% | +65.1% | -7.4% | +29.4% |
| All | +57.7% | +70.0% | -12.3% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling