+1,996.6%
NDAQ vs TNA
+990.0%
+1,006.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | -2.6% | +4.1% | -6.6% | -3.6% |
| 30D | +0.5% | -7.6% | +8.1% | +2.4% |
| 3M | +9.9% | +8.1% | +1.8% | +6.9% |
| 6M | +8.2% | +49.0% | -40.8% | -4.7% |
| YTD | -1.5% | +51.7% | -53.2% | -14.2% |
| 1Y | +1.3% | +59.6% | -58.3% | -14.1% |
| 3Y | +92.6% | +118.9% | -26.3% | +34.9% |
| 5Y | +53.8% | -19.2% | +73.0% | +25.7% |
| 10Y | +376.0% | +77.2% | +298.7% | +117.8% |
| All | +1,996.6% | +990.0% | +1,006.7% | +148.3% |
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