-21.5%
NOW vs TNA
+147.0%
-168.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.7% |
| 7D | -8.7% | -0.5% | -8.3% | -8.8% |
| 30D | -29.3% | -0.7% | -28.6% | -29.5% |
| 3M | -21.8% | -21.5% | -0.4% | -18.7% |
| 6M | +9.2% | -11.2% | +20.5% | +10.0% |
| YTD | -35.0% | +27.0% | -61.9% | -40.6% |
| 1Y | -42.5% | +28.0% | -70.5% | -47.8% |
| 3Y | -21.5% | +142.9% | -164.5% | -39.3% |
| All | -21.5% | +147.0% | -168.5% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling