+78.9%
INFY vs TNA
+86.1%
-7.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | -5.4% | -7.3% | +1.9% | -4.0% |
| 30D | -9.9% | -14.2% | +4.3% | -7.3% |
| 3M | -4.6% | -4.6% | 0.0% | -4.3% |
| 6M | -18.5% | +36.9% | -55.4% | -24.7% |
| YTD | -36.5% | +42.5% | -79.1% | -42.0% |
| 1Y | -32.8% | +45.8% | -78.5% | -39.4% |
| 3Y | -32.2% | +104.7% | -136.9% | -47.2% |
| 5Y | -44.7% | -21.7% | -23.0% | -51.9% |
| All | +78.9% | +86.1% | -7.2% | +10.4% |
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 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