+1,932.2%
TMO vs TNA
+924.1%
+1,008.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -0.6% | -7.3% | +6.6% | +0.9% |
| 30D | +1.1% | -14.2% | +15.3% | +4.3% |
| 3M | +28.3% | -4.6% | +32.9% | +29.0% |
| 6M | +23.3% | +36.9% | -13.7% | +13.6% |
| YTD | +5.5% | +42.5% | -37.1% | -4.1% |
| 1Y | +24.5% | +45.8% | -21.2% | +11.7% |
| 3Y | +19.6% | +104.7% | -85.1% | -7.4% |
| 5Y | +8.1% | -21.7% | +29.8% | -6.2% |
| 10Y | +336.7% | +83.8% | +252.9% | +143.1% |
| All | +1,932.2% | +924.1% | +1,008.1% | +430.9% |
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 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