+8.2%
MSCI vs TNA
-44.5%
+52.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.1% |
| 7D | +2.7% | -0.5% | +3.2% | +2.5% |
| 30D | +16.2% | -0.7% | +17.0% | +15.9% |
| 3M | +17.1% | -21.5% | +38.5% | +23.0% |
| 6M | +13.0% | -11.2% | +24.3% | +13.8% |
| YTD | +15.8% | +27.0% | -11.2% | +4.5% |
| 1Y | +15.5% | +28.0% | -12.5% | +3.3% |
| 3Y | +32.3% | +142.9% | -110.6% | -15.8% |
| 5Y | +8.2% | -42.6% | +50.7% | +3.2% |
| All | +8.2% | -44.5% | +52.7% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling