+38.5%
TNA vs A
+24.4%
+14.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.8% |
| 7D | +2.4% | -2.4% | +4.8% | +4.0% |
| 30D | -0.9% | +3.6% | -4.5% | -3.0% |
| 3M | -19.2% | +27.5% | -46.7% | -30.8% |
| 6M | -0.8% | +58.5% | -59.3% | -29.2% |
| YTD | +33.2% | +31.2% | +2.0% | +15.2% |
| 1Y | +38.5% | +22.2% | +16.3% | +33.7% |
| All | +38.5% | +24.4% | +14.1% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling