-8.2%
TNA vs ALC
+30.4%
-38.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -5.2% |
| 7D | +3.7% | -1.1% | +4.8% | +5.0% |
| 30D | +4.4% | +16.0% | -11.7% | -15.2% |
| 3M | -26.7% | +0.8% | -27.5% | -28.6% |
| 6M | -12.8% | +16.8% | -29.7% | -32.4% |
| YTD | +22.7% | -5.5% | +28.2% | +23.9% |
| 1Y | +35.7% | -5.3% | +40.9% | +36.3% |
| 3Y | +134.6% | +4.1% | +130.5% | +97.2% |
| 5Y | -46.0% | -7.1% | -38.9% | -42.1% |
| All | -8.2% | +30.4% | -38.6% | -38.4% |
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