+363.0%
NDAQ vs TNA
+86.1%
+277.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | -5.6% | -7.3% | +1.7% | -4.1% |
| 30D | -4.4% | -14.2% | +9.8% | -1.5% |
| 3M | +5.9% | -4.6% | +10.4% | +6.4% |
| 6M | +7.7% | +36.9% | -29.2% | -0.6% |
| YTD | -5.2% | +42.5% | -47.7% | -13.6% |
| 1Y | -3.4% | +45.8% | -49.1% | -13.2% |
| 3Y | +85.6% | +104.7% | -19.0% | +43.8% |
| 5Y | +49.5% | -21.7% | +71.2% | +29.6% |
| All | +363.0% | +86.1% | +277.0% | +165.2% |
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 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