-34.5%
TLT vs TNA
-46.7%
+12.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -3.1% | +3.7% | -6.8% | -3.2% |
| 30D | +1.0% | +4.4% | -3.3% | +0.9% |
| 3M | -2.7% | -26.7% | +23.9% | -1.9% |
| 6M | -4.1% | -12.8% | +8.7% | -3.9% |
| YTD | -5.4% | +22.7% | -28.0% | -6.1% |
| 1Y | -7.0% | +35.7% | -42.7% | -8.0% |
| 3Y | +2.8% | +134.6% | -131.7% | -0.6% |
| All | -34.5% | -46.7% | +12.2% | -40.8% |
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