+447.8%
RF vs TNA
+831.3%
-383.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.6% | -7.4% | -2.0% |
| 7D | -0.1% | +2.3% | -2.4% | -1.8% |
| 30D | +7.0% | +1.4% | +5.7% | +5.2% |
| 3M | -7.0% | -21.1% | +14.1% | +1.4% |
| 6M | +6.8% | -9.4% | +16.2% | +7.7% |
| YTD | +9.9% | +29.6% | -19.7% | -7.5% |
| 1Y | +21.1% | +34.6% | -13.5% | -0.6% |
| 3Y | +119.6% | +155.9% | -36.2% | +16.1% |
| 5Y | +46.2% | -44.2% | +90.3% | +28.6% |
| 10Y | +261.5% | +63.7% | +197.8% | +29.9% |
| All | +447.8% | +831.3% | -383.5% | -65.5% |
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