+5.2%
LOW vs TNA
-23.3%
+28.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -3.7% | -7.3% | +3.5% | -2.1% |
| 30D | -8.9% | -14.2% | +5.3% | -5.7% |
| 3M | -10.4% | -4.6% | -5.8% | -9.8% |
| 6M | -19.4% | +36.9% | -56.3% | -26.2% |
| YTD | -17.1% | +42.5% | -59.7% | -25.3% |
| 1Y | -26.3% | +45.8% | -72.0% | -34.7% |
| 3Y | -9.9% | +104.7% | -114.5% | -32.8% |
| All | +5.2% | -23.3% | +28.5% | -12.8% |
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