+842.3%
O vs TNA
+990.0%
-147.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -0.6% | +4.1% | -4.6% | -1.5% |
| 30D | -2.0% | -7.6% | +5.7% | -0.3% |
| 3M | +3.0% | +8.1% | -5.1% | +0.4% |
| 6M | -3.6% | +49.0% | -52.7% | -14.2% |
| YTD | +12.1% | +51.7% | -39.7% | -1.5% |
| 1Y | +8.9% | +59.6% | -50.7% | -6.7% |
| 3Y | +30.3% | +118.9% | -88.6% | -8.1% |
| 5Y | +13.7% | -19.2% | +32.9% | -8.3% |
| 10Y | +50.3% | +77.2% | -27.0% | -28.9% |
| All | +842.3% | +990.0% | -147.6% | -4.5% |
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