+780.0%
NOW vs TNA
+84.1%
+695.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.9% |
| 7D | -9.9% | -7.6% | -2.3% | -7.9% |
| 30D | +2.8% | -13.6% | +16.5% | +6.9% |
| 3M | +23.7% | +2.8% | +20.8% | +21.5% |
| 6M | +12.5% | +34.5% | -22.0% | +0.4% |
| YTD | -14.4% | +41.0% | -55.4% | -25.6% |
| 1Y | -29.0% | +52.0% | -81.0% | -40.5% |
| 3Y | +9.3% | +103.5% | -94.2% | -25.0% |
| 5Y | +1.2% | -22.5% | +23.7% | -14.8% |
| All | +780.0% | +84.1% | +695.9% | +377.3% |
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 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