-11.2%
LYFT vs TNA
+18.5%
-29.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -13.6% | +8.8% | -0.7% |
| 7D | +8.7% | -14.0% | +22.7% | +13.6% |
| 30D | +13.2% | -12.5% | +25.7% | +17.5% |
| 3M | +8.3% | -28.8% | +37.1% | +19.1% |
| 6M | +26.6% | -18.4% | +45.1% | +32.8% |
| YTD | -7.9% | +15.1% | -23.0% | -12.3% |
| 1Y | -11.2% | +14.7% | -25.9% | -15.9% |
| All | -11.2% | +18.5% | -29.7% | -15.9% |
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