+7.3%
MSCI vs TNA
+117.1%
-109.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.6% |
| 7D | -2.1% | +4.1% | -6.2% | -2.6% |
| 30D | -1.7% | -7.6% | +5.9% | -0.7% |
| 3M | -8.2% | +8.1% | -16.3% | -9.8% |
| 6M | -2.4% | +49.0% | -51.4% | -9.6% |
| YTD | -2.8% | +51.7% | -54.5% | -10.7% |
| 1Y | -2.7% | +59.6% | -62.3% | -12.1% |
| 3Y | +7.3% | +118.9% | -111.6% | -13.3% |
| All | +7.3% | +117.1% | -109.8% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling