+498.2%
HCA vs TNA
+86.1%
+412.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +5.4% | -7.3% | +12.7% | +7.2% |
| 30D | +3.0% | -14.2% | +17.1% | +6.5% |
| 3M | +13.0% | -4.6% | +17.6% | +13.5% |
| 6M | -20.3% | +36.9% | -57.2% | -27.6% |
| YTD | -8.2% | +42.5% | -50.8% | -18.4% |
| 1Y | +6.7% | +45.8% | -39.1% | -6.9% |
| 3Y | +60.4% | +104.7% | -44.3% | +13.2% |
| 5Y | +73.4% | -21.7% | +95.1% | +43.3% |
| All | +498.2% | +86.1% | +412.1% | +224.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling