+76.5%
TNA vs A
+256.4%
-179.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | -2.7% |
| 7D | -7.3% | -2.6% | -4.7% | -3.8% |
| 30D | -14.2% | -0.9% | -13.3% | -13.5% |
| 3M | -4.6% | +13.6% | -18.2% | -22.0% |
| 6M | +36.9% | +27.8% | +9.1% | -10.9% |
| YTD | +42.5% | +8.6% | +33.9% | +17.3% |
| 1Y | +45.8% | +16.9% | +28.9% | +6.2% |
| 3Y | +104.7% | +32.9% | +71.7% | +21.3% |
| 5Y | -21.7% | -14.1% | -7.6% | +0.3% |
| All | +76.5% | +256.4% | -179.9% | -61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling