+216.4%
TER vs TNA
-23.3%
+239.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | +6.4% | -7.3% | +13.6% | +10.1% |
| 30D | -5.7% | -14.2% | +8.5% | +1.3% |
| 3M | -0.4% | -4.6% | +4.2% | +2.8% |
| 6M | +25.8% | +36.9% | -11.1% | +11.6% |
| YTD | +96.4% | +42.5% | +53.9% | +71.4% |
| 1Y | +229.2% | +45.8% | +183.5% | +182.6% |
| 3Y | +288.1% | +104.7% | +183.5% | +155.8% |
| All | +216.4% | -23.3% | +239.7% | +170.6% |
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