+140.2%
NI vs TNA
+86.1%
+54.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | 0.0% | -7.3% | +7.3% | +1.1% |
| 30D | -1.4% | -14.2% | +12.8% | +0.6% |
| 3M | -10.6% | -4.6% | -6.0% | -10.3% |
| 6M | -9.3% | +36.9% | -46.2% | -14.2% |
| YTD | +1.1% | +42.5% | -41.4% | -5.2% |
| 1Y | +3.4% | +45.8% | -42.4% | -4.1% |
| 3Y | +67.9% | +104.7% | -36.8% | +39.4% |
| 5Y | +98.0% | -21.7% | +119.7% | +76.8% |
| All | +140.2% | +86.1% | +54.1% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling