+35.2%
LYFT vs TNA
+101.9%
-66.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.5% |
| 7D | -8.4% | -7.3% | -1.1% | -5.2% |
| 30D | -7.6% | -14.2% | +6.6% | -1.3% |
| 3M | +11.7% | -4.6% | +16.3% | +13.5% |
| 6M | +15.1% | +36.9% | -21.8% | -3.5% |
| YTD | -20.9% | +42.5% | -63.5% | -35.3% |
| 1Y | -16.4% | +45.8% | -62.1% | -33.8% |
| 3Y | +35.2% | +104.7% | -69.4% | -25.2% |
| All | +35.2% | +101.9% | -66.6% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling