+433.8%
MAR vs TNA
+86.1%
+347.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -0.5% | -7.3% | +6.7% | +1.7% |
| 30D | -5.4% | -14.2% | +8.8% | -1.1% |
| 3M | -15.5% | -4.6% | -10.9% | -15.0% |
| 6M | +3.0% | +36.9% | -34.0% | -8.8% |
| YTD | +8.5% | +42.5% | -34.0% | -5.9% |
| 1Y | +26.0% | +45.8% | -19.8% | +6.8% |
| 3Y | +68.6% | +104.7% | -36.0% | +14.4% |
| 5Y | +157.4% | -21.7% | +179.1% | +112.3% |
| All | +433.8% | +86.1% | +347.8% | +171.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling