+50.7%
O vs TNA
+86.1%
-35.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -2.9% | -7.3% | +4.4% | -1.5% |
| 30D | -4.5% | -14.2% | +9.7% | -2.0% |
| 3M | -2.6% | -4.6% | +1.9% | -2.3% |
| 6M | -5.6% | +36.9% | -42.6% | -12.4% |
| YTD | +9.3% | +42.5% | -33.3% | 0.0% |
| 1Y | +4.3% | +45.8% | -41.5% | -5.9% |
| 3Y | +27.4% | +104.7% | -77.2% | -2.2% |
| 5Y | +17.1% | -21.7% | +38.7% | +0.6% |
| All | +50.7% | +86.1% | -35.4% | -21.1% |
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