+1,316.1%
TNA vs A
+1,164.2%
+151.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | -0.2% |
| 7D | -0.1% | -1.9% | +1.9% | +3.0% |
| 30D | -4.9% | +6.9% | -11.8% | -14.8% |
| 3M | +0.4% | +9.2% | -8.9% | -14.4% |
| 6M | +32.5% | +25.7% | +6.9% | -14.4% |
| YTD | +53.7% | +11.5% | +42.2% | +18.3% |
| 1Y | +65.1% | +18.4% | +46.7% | +14.2% |
| 3Y | +98.4% | +26.6% | +71.8% | +22.8% |
| 5Y | -22.5% | -12.8% | -9.7% | -6.1% |
| 10Y | +82.5% | +247.2% | -164.7% | -71.3% |
| All | +1,316.1% | +1,164.2% | +151.9% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling