+5.6%
TNA vs ALC
+17.1%
-11.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | +0.6% |
| 7D | -7.6% | -7.7% | +0.1% | +2.7% |
| 30D | -13.6% | -11.7% | -2.0% | +1.7% |
| 3M | +2.8% | +0.7% | +2.2% | -0.4% |
| 6M | +34.5% | -17.1% | +51.6% | +65.7% |
| YTD | +41.0% | -15.1% | +56.2% | +66.9% |
| 1Y | +52.0% | -14.1% | +66.1% | +75.9% |
| 3Y | +103.5% | -18.2% | +121.6% | +147.8% |
| 5Y | -22.5% | -19.2% | -3.4% | +1.5% |
| All | +5.6% | +17.1% | -11.5% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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