+70.3%
T vs TNA
+86.1%
-15.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | +1.5% | -7.3% | +8.7% | +2.4% |
| 30D | +7.5% | -14.2% | +21.6% | +9.4% |
| 3M | +14.8% | -4.6% | +19.4% | +15.1% |
| 6M | -1.7% | +36.9% | -38.7% | -6.8% |
| YTD | +8.7% | +42.5% | -33.9% | +1.9% |
| 1Y | -7.5% | +45.8% | -53.2% | -14.2% |
| 3Y | +110.2% | +104.7% | +5.6% | +72.2% |
| 5Y | +71.6% | -21.7% | +93.3% | +52.8% |
| All | +70.3% | +86.1% | -15.8% | +6.9% |
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 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