+65.7%
T vs TNA
-23.8%
+89.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.4% | -1.5% |
| 7D | -3.1% | -3.6% | +0.5% | -2.9% |
| 30D | +4.6% | -10.1% | +14.6% | +5.2% |
| 3M | +12.2% | +2.7% | +9.5% | +11.8% |
| 6M | -6.5% | +38.4% | -44.9% | -9.0% |
| YTD | +4.9% | +45.4% | -40.5% | +1.3% |
| 1Y | -10.5% | +55.9% | -66.4% | -14.4% |
| 3Y | +104.6% | +109.8% | -5.2% | +80.9% |
| All | +65.7% | -23.8% | +89.4% | +49.6% |
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