+50.3%
NDAQ vs TNA
-26.1%
+76.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.8% |
| 7D | -6.8% | -7.6% | +0.8% | -5.4% |
| 30D | -3.2% | -13.6% | +10.5% | -0.6% |
| 3M | +6.5% | +2.8% | +3.7% | +5.4% |
| 6M | +5.7% | +34.5% | -28.8% | -1.8% |
| YTD | -4.6% | +41.0% | -45.7% | -12.7% |
| 1Y | -1.6% | +52.0% | -53.6% | -12.0% |
| 3Y | +86.4% | +103.5% | -17.0% | +44.8% |
| 5Y | +50.3% | -22.5% | +72.9% | +27.7% |
| All | +50.3% | -26.1% | +76.4% | +27.7% |
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