+16.8%
MSCI vs TNA
+27.1%
-10.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.4% |
| 7D | +3.0% | +3.7% | -0.7% | +2.8% |
| 30D | +17.8% | +4.4% | +13.4% | +17.7% |
| 3M | +15.2% | -26.7% | +41.8% | +15.8% |
| 6M | +16.5% | -12.8% | +29.3% | +16.1% |
| YTD | +16.4% | +22.7% | -6.3% | +12.7% |
| 1Y | +16.8% | +35.7% | -18.9% | +11.9% |
| All | +16.8% | +27.1% | -10.3% | +11.9% |
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