+86.7%
NDAQ vs TNA
+99.7%
-13.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.9% |
| 7D | -6.8% | -7.6% | +0.8% | -5.6% |
| 30D | -3.2% | -13.6% | +10.5% | -1.0% |
| 3M | +6.5% | +2.8% | +3.7% | +5.5% |
| 6M | +5.7% | +34.5% | -28.8% | -1.0% |
| YTD | -4.6% | +41.0% | -45.7% | -11.8% |
| 1Y | -1.6% | +52.0% | -53.6% | -10.8% |
| All | +86.7% | +99.7% | -13.0% | +55.1% |
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