+203.6%
TGT vs TNA
+86.1%
+117.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -5.2% | -7.3% | +2.0% | -3.7% |
| 30D | +1.2% | -14.2% | +15.4% | +4.4% |
| 3M | +18.4% | -4.6% | +22.9% | +19.0% |
| 6M | +33.4% | +36.9% | -3.5% | +22.7% |
| YTD | +63.8% | +42.5% | +21.3% | +48.3% |
| 1Y | +77.2% | +45.8% | +31.4% | +58.3% |
| 3Y | +41.8% | +104.7% | -62.9% | +10.0% |
| 5Y | -25.5% | -21.7% | -3.8% | -35.3% |
| All | +203.6% | +86.1% | +117.5% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling