+89.8%
RF vs TNA
-21.0%
+110.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.7% |
| 7D | +2.7% | +4.1% | -1.4% | +1.4% |
| 30D | -3.4% | -7.6% | +4.3% | -1.0% |
| 3M | +6.4% | +8.1% | -1.7% | +2.9% |
| 6M | +13.4% | +49.0% | -35.6% | -2.8% |
| YTD | +14.2% | +51.7% | -37.5% | -3.3% |
| 1Y | +15.7% | +59.6% | -43.9% | -5.0% |
| 3Y | +91.3% | +118.9% | -27.6% | +28.2% |
| 5Y | +89.8% | -19.2% | +108.9% | +56.4% |
| All | +89.8% | -21.0% | +110.8% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling