+1,381.0%
NET vs TNA
+0.8%
+1,380.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -4.2% |
| 7D | -16.4% | +2.4% | -18.8% | -17.1% |
| 30D | -25.8% | -0.9% | -24.9% | -25.7% |
| 3M | -11.5% | -19.2% | +7.7% | -4.7% |
| 6M | +18.9% | -0.8% | +19.8% | +17.3% |
| YTD | +35.2% | +33.2% | +2.0% | +17.3% |
| 1Y | +14.5% | +38.5% | -24.1% | -2.7% |
| 3Y | +313.8% | +131.2% | +182.6% | +160.2% |
| 5Y | +32.6% | -40.7% | +73.3% | +18.1% |
| All | +1,381.0% | +0.8% | +1,380.2% | +1,185.6% |
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