+57.8%
T vs TNA
-46.7%
+104.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.5% | +3.7% | -1.2% | +2.3% |
| 30D | -3.8% | +4.4% | -8.2% | -4.1% |
| 3M | -8.7% | -26.7% | +17.9% | -7.3% |
| 6M | -8.1% | -12.8% | +4.7% | -7.9% |
| YTD | -6.4% | +22.7% | -29.1% | -8.8% |
| 1Y | -9.8% | +35.7% | -45.4% | -12.9% |
| 3Y | +65.5% | +134.6% | -69.1% | +43.2% |
| All | +57.8% | -46.7% | +104.6% | +48.6% |
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