+213.6%
RF vs TNA
+33.3%
+180.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.6% |
| 7D | +1.9% | +3.7% | -1.8% | +0.3% |
| 30D | +7.3% | +4.4% | +2.9% | +4.6% |
| 3M | -7.9% | -26.7% | +18.7% | +2.2% |
| 6M | +10.5% | -12.8% | +23.3% | +13.1% |
| YTD | +9.6% | +22.7% | -13.0% | -3.7% |
| 1Y | +20.3% | +35.7% | -15.4% | +1.0% |
| 3Y | +119.5% | +134.6% | -15.0% | +30.0% |
| 5Y | +48.2% | -46.0% | +94.2% | +38.0% |
| All | +213.6% | +33.3% | +180.3% | +39.9% |
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