+8,672.9%
TER vs TNA
+790.3%
+7,882.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.2% | +1.3% |
| 7D | +24.0% | +7.7% | +16.3% | +20.5% |
| 30D | -30.6% | -0.7% | -29.9% | -30.2% |
| 3M | -34.5% | -25.4% | -9.1% | -25.9% |
| 6M | -26.4% | -11.8% | -14.5% | -21.1% |
| YTD | +36.4% | +23.9% | +12.5% | +28.4% |
| 1Y | +47.4% | +25.6% | +21.8% | +37.6% |
| 3Y | +202.6% | +137.1% | +65.5% | +99.3% |
| 5Y | +83.9% | -45.4% | +129.3% | +93.1% |
| 10Y | +1,068.0% | +39.5% | +1,028.5% | +504.9% |
| All | +8,672.9% | +790.3% | +7,882.5% | +1,024.5% |
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