+41.1%
TLT vs TNA
+1,004.3%
-963.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -0.6% | -4.9% | +4.3% | -0.8% |
| 3M | -2.7% | +0.4% | -3.1% | -2.6% |
| 6M | -5.6% | +32.5% | -38.2% | -3.7% |
| YTD | -2.8% | +53.7% | -56.5% | +0.2% |
| 1Y | -1.4% | +65.1% | -66.5% | +2.4% |
| 3Y | -1.6% | +98.4% | -100.0% | +5.8% |
| 5Y | -33.8% | -22.5% | -11.3% | -31.7% |
| 10Y | -21.1% | +82.5% | -103.7% | -1.0% |
| All | +41.1% | +1,004.3% | -963.2% | +150.1% |
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 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