+3,155.0%
MAR vs TNA
+944.8%
+2,210.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +5.0% | +2.2% |
| 7D | -0.5% | -3.6% | +3.1% | +0.7% |
| 30D | -4.7% | -10.1% | +5.4% | -1.5% |
| 3M | -15.6% | +2.7% | -18.3% | -17.2% |
| 6M | +1.2% | +38.4% | -37.2% | -11.2% |
| YTD | +7.5% | +45.4% | -37.9% | -8.1% |
| 1Y | +26.6% | +55.9% | -29.3% | +4.0% |
| 3Y | +66.0% | +109.8% | -43.9% | +9.4% |
| 5Y | +154.1% | -22.5% | +176.6% | +106.5% |
| 10Y | +441.9% | +87.5% | +354.3% | +140.2% |
| All | +3,155.0% | +944.8% | +2,210.3% | +313.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling