-8.8%
IR vs TNA
+50.2%
-59.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | +0.4% |
| 7D | -3.1% | -7.6% | +4.5% | -0.4% |
| 30D | -14.0% | -13.6% | -0.4% | -9.7% |
| 3M | +3.7% | +2.8% | +0.9% | +2.2% |
| 6M | -15.4% | +34.5% | -49.9% | -25.1% |
| YTD | -7.7% | +41.0% | -48.7% | -19.4% |
| 1Y | -8.8% | +52.0% | -60.8% | -23.5% |
| All | -8.8% | +50.2% | -59.0% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling