+338.5%
RF vs TNA
+74.0%
+264.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +1.0% |
| 7D | -0.1% | -3.6% | +3.5% | +1.2% |
| 30D | -4.0% | -10.1% | +6.0% | -0.3% |
| 3M | +5.6% | +2.7% | +2.9% | +3.4% |
| 6M | +13.1% | +38.4% | -25.3% | -3.2% |
| YTD | +13.6% | +45.4% | -31.9% | -5.5% |
| 1Y | +16.0% | +55.9% | -40.0% | -7.7% |
| 3Y | +90.2% | +109.8% | -19.6% | +18.9% |
| 5Y | +87.0% | -22.5% | +109.5% | +50.6% |
| 10Y | +338.5% | +87.5% | +250.9% | +65.3% |
| All | +338.5% | +74.0% | +264.5% | +65.3% |
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 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