+11,775.5%
TER vs TNA
+1,004.3%
+10,771.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | -8.3% | -4.9% | -3.4% | -6.3% |
| 3M | -12.2% | +0.4% | -12.6% | -11.2% |
| 6M | +17.1% | +32.5% | -15.5% | +6.7% |
| YTD | +84.7% | +53.7% | +30.9% | +58.6% |
| 1Y | +199.9% | +65.1% | +134.8% | +148.5% |
| 3Y | +232.8% | +98.4% | +134.3% | +131.5% |
| 5Y | +198.6% | -22.5% | +221.1% | +169.3% |
| 10Y | +1,669.7% | +82.5% | +1,587.2% | +709.5% |
| All | +11,775.5% | +1,004.3% | +10,771.2% | +1,288.9% |
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 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