+37.3%
IR vs TNA
-22.1%
+59.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -0.7% |
| 7D | -1.9% | -3.6% | +1.7% | -0.8% |
| 30D | -15.0% | -10.1% | -5.0% | -12.3% |
| 3M | -0.4% | +2.7% | -3.1% | -1.6% |
| 6M | -15.0% | +38.4% | -53.5% | -24.3% |
| YTD | -7.1% | +45.4% | -52.5% | -18.8% |
| 1Y | -7.5% | +55.9% | -63.5% | -21.9% |
| 3Y | +6.3% | +109.8% | -103.5% | -25.0% |
| 5Y | +37.3% | -22.5% | +59.8% | +13.5% |
| All | +37.3% | -22.1% | +59.5% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling