+1,723.7%
NI vs TNA
+944.8%
+778.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.1% |
| 7D | +1.3% | -3.6% | +4.9% | +1.8% |
| 30D | -0.3% | -10.1% | +9.8% | +1.3% |
| 3M | -9.5% | +2.7% | -12.2% | -10.2% |
| 6M | -10.2% | +38.4% | -48.7% | -15.8% |
| YTD | +1.8% | +45.4% | -43.7% | -5.7% |
| 1Y | +5.7% | +55.9% | -50.3% | -3.9% |
| 3Y | +69.6% | +109.8% | -40.2% | +37.3% |
| 5Y | +95.8% | -22.5% | +118.3% | +72.6% |
| 10Y | +145.1% | +87.5% | +57.5% | +49.9% |
| All | +1,723.7% | +944.8% | +778.9% | +450.6% |
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