+378.3%
T vs TNA
+990.0%
-611.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -1.5% | +4.1% | -5.6% | -2.1% |
| 30D | +7.6% | -7.6% | +15.2% | +8.7% |
| 3M | +15.3% | +8.1% | +7.2% | +13.6% |
| 6M | -8.5% | +49.0% | -57.5% | -14.5% |
| YTD | +6.8% | +51.7% | -45.0% | -1.1% |
| 1Y | -7.2% | +59.6% | -66.9% | -15.4% |
| 3Y | +108.2% | +118.9% | -10.6% | +68.8% |
| 5Y | +66.1% | -19.2% | +85.2% | +46.1% |
| 10Y | +65.3% | +77.2% | -11.9% | +8.0% |
| All | +378.3% | +990.0% | -611.6% | +63.5% |
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