+239.8%
RF vs TNA
+53.9%
+185.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | 0.0% |
| 7D | +0.3% | -0.5% | +0.8% | -0.1% |
| 30D | +6.2% | -0.7% | +6.9% | +5.5% |
| 3M | -7.8% | -21.5% | +13.6% | -0.3% |
| 6M | +5.9% | -11.2% | +17.2% | +7.7% |
| YTD | +9.0% | +27.0% | -17.9% | -5.5% |
| 1Y | +19.3% | +28.0% | -8.8% | +2.3% |
| 3Y | +116.4% | +142.9% | -26.5% | +26.6% |
| 5Y | +46.0% | -42.6% | +88.6% | +32.8% |
| 10Y | +239.8% | +53.3% | +186.5% | +42.1% |
| All | +239.8% | +53.9% | +185.9% | +42.1% |
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