+436.1%
RF vs TNA
+749.6%
-313.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -1.5% |
| 7D | -0.9% | -7.0% | +6.1% | +1.7% |
| 30D | +6.0% | -6.4% | +12.5% | +8.1% |
| 3M | -8.9% | -25.7% | +16.8% | +2.1% |
| 6M | +2.3% | -19.7% | +22.1% | +8.9% |
| YTD | +7.6% | +18.3% | -10.7% | -5.7% |
| 1Y | +21.2% | +24.6% | -3.4% | +3.0% |
| 3Y | +108.5% | +112.8% | -4.3% | +19.7% |
| 5Y | +43.2% | -49.5% | +92.7% | +31.9% |
| 10Y | +288.1% | +76.4% | +211.7% | +33.8% |
| All | +436.1% | +749.6% | -313.5% | -64.9% |
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 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