+631.0%
MSCI vs TNA
+74.0%
+556.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.6% |
| 7D | -1.1% | -3.6% | +2.5% | -0.2% |
| 30D | -1.2% | -10.1% | +8.9% | +1.3% |
| 3M | -8.4% | +2.7% | -11.1% | -10.0% |
| 6M | -1.0% | +38.4% | -39.5% | -11.2% |
| YTD | -2.3% | +45.4% | -47.7% | -14.2% |
| 1Y | -1.2% | +55.9% | -57.1% | -16.1% |
| 3Y | +7.9% | +109.8% | -101.9% | -24.5% |
| 5Y | -10.1% | -22.5% | +12.5% | -24.4% |
| 10Y | +631.0% | +87.5% | +543.4% | +270.4% |
| All | +631.0% | +74.0% | +556.9% | +270.4% |
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