+2,301.0%
NDAQ vs TNA
+781.2%
+1,519.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.1% |
| 7D | +1.3% | +3.7% | -2.5% | +0.1% |
| 30D | +18.0% | +4.4% | +13.6% | +16.0% |
| 3M | +11.5% | -26.7% | +38.2% | +19.7% |
| 6M | +21.1% | -12.8% | +33.9% | +22.9% |
| YTD | +12.8% | +22.7% | -9.8% | +3.0% |
| 1Y | +25.7% | +35.7% | -10.0% | +11.3% |
| 3Y | +116.8% | +134.6% | -17.8% | +48.5% |
| 5Y | +67.3% | -46.0% | +113.2% | +52.4% |
| 10Y | +473.3% | +38.0% | +435.3% | +181.2% |
| All | +2,301.0% | +781.2% | +1,519.8% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling