+57.4%
MAR vs TNA
+37.5%
+19.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | +1.3% |
| 7D | +7.7% | +2.4% | +5.3% | +7.2% |
| 30D | +19.4% | -0.9% | +20.3% | +19.4% |
| 3M | +23.3% | -19.2% | +42.5% | +27.8% |
| 6M | +22.8% | -0.8% | +23.7% | +20.3% |
| YTD | +37.8% | +33.2% | +4.6% | +24.4% |
| 1Y | +57.4% | +38.5% | +18.9% | +39.3% |
| All | +57.4% | +37.5% | +19.9% | +39.3% |
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