-20.8%
TLT vs TNA
+84.1%
-104.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -1.2% |
| 7D | -1.6% | -7.6% | +6.0% | -1.8% |
| 30D | -1.3% | -13.6% | +12.3% | -1.7% |
| 3M | -3.7% | +2.8% | -6.6% | -3.6% |
| 6M | -6.4% | +34.5% | -40.9% | -5.4% |
| YTD | -4.5% | +41.0% | -45.5% | -3.3% |
| 1Y | -5.9% | +52.0% | -57.9% | -4.4% |
| 3Y | -2.8% | +103.5% | -106.3% | +0.9% |
| 5Y | -35.1% | -22.5% | -12.5% | -34.8% |
| All | -20.8% | +84.1% | -104.9% | -5.1% |
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