+102.5%
TNA vs A
+28.1%
+74.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -1.8% |
| 7D | -7.6% | -4.6% | -3.0% | -2.9% |
| 30D | -13.6% | -4.3% | -9.4% | -9.7% |
| 3M | +2.8% | +8.9% | -6.1% | -7.4% |
| 6M | +34.5% | +24.5% | +10.0% | +1.1% |
| YTD | +41.0% | +5.8% | +35.2% | +29.1% |
| 1Y | +52.0% | +16.2% | +35.8% | +22.9% |
| All | +102.5% | +28.1% | +74.4% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling