+240.0%
GM vs TNA
+398.7%
-158.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.8% | +3.8% |
| 7D | -1.1% | -7.6% | +6.5% | +1.5% |
| 30D | -3.4% | -13.6% | +10.2% | +1.2% |
| 3M | +8.7% | +2.8% | +5.9% | +6.9% |
| 6M | +15.4% | +34.5% | -19.1% | +2.5% |
| YTD | +6.6% | +41.0% | -34.4% | -7.6% |
| 1Y | +51.5% | +52.0% | -0.5% | +25.9% |
| 3Y | +169.3% | +103.5% | +65.9% | +79.8% |
| 5Y | +81.6% | -22.5% | +104.1% | +51.7% |
| 10Y | +240.7% | +81.9% | +158.8% | +63.2% |
| All | +240.0% | +398.7% | -158.7% | -1.3% |
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