+501.1%
INFY vs TNA
+924.1%
-423.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | -5.4% | -7.3% | +1.9% | -3.8% |
| 30D | -9.9% | -14.2% | +4.3% | -6.9% |
| 3M | -4.6% | -4.6% | 0.0% | -4.3% |
| 6M | -18.5% | +36.9% | -55.4% | -25.6% |
| YTD | -36.5% | +42.5% | -79.1% | -42.9% |
| 1Y | -32.8% | +45.8% | -78.5% | -40.4% |
| 3Y | -32.2% | +104.7% | -136.9% | -49.3% |
| 5Y | -44.7% | -21.7% | -23.0% | -53.2% |
| 10Y | +82.3% | +83.8% | -1.5% | -4.8% |
| All | +501.1% | +924.1% | -423.0% | +20.7% |
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