+291.3%
IR vs TNA
+39.6%
+251.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -15.1% | -4.9% | -10.2% | -13.9% |
| 3M | +6.1% | +0.4% | +5.7% | +5.2% |
| 6M | -16.8% | +32.5% | -49.3% | -25.2% |
| YTD | -3.5% | +53.7% | -57.3% | -17.7% |
| 1Y | -3.5% | +65.1% | -68.6% | -20.5% |
| 3Y | +9.5% | +98.4% | -89.0% | -23.1% |
| 5Y | +45.1% | -22.5% | +67.6% | +22.9% |
| All | +291.3% | +39.6% | +251.7% | +109.5% |
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 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