+1,210.2%
HON vs TNA
+913.2%
+297.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.6% |
| 7D | -2.6% | -7.6% | +5.0% | -0.7% |
| 30D | -11.9% | -13.6% | +1.8% | -8.6% |
| 3M | -6.1% | +2.8% | -8.9% | -7.1% |
| 6M | -19.2% | +34.5% | -53.7% | -26.2% |
| YTD | +0.2% | +41.0% | -40.9% | -10.2% |
| 1Y | -1.5% | +52.0% | -53.5% | -14.5% |
| 3Y | +17.9% | +103.5% | -85.5% | -14.5% |
| 5Y | +1.9% | -22.5% | +24.5% | -14.9% |
| 10Y | +135.2% | +81.9% | +53.3% | +18.0% |
| All | +1,210.2% | +913.2% | +297.0% | +160.7% |
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 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