+112.5%
NET vs TNA
-22.2%
+134.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.4% |
| 7D | -7.0% | -0.1% | -6.9% | -7.0% |
| 30D | -4.8% | -4.9% | +0.1% | -2.2% |
| 3M | +3.8% | +0.4% | +3.4% | +2.5% |
| 6M | +50.0% | +32.5% | +17.5% | +22.9% |
| YTD | +41.5% | +53.7% | -12.2% | +5.4% |
| 1Y | +32.8% | +65.1% | -32.3% | -7.1% |
| 3Y | +335.9% | +98.4% | +237.4% | +112.2% |
| All | +112.5% | -22.2% | +134.6% | +65.8% |
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