+45.8%
TNA vs ALC
-14.7%
+60.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -7.3% | -6.3% | -0.9% | -3.7% |
| 30D | -14.2% | -10.3% | -3.9% | -8.7% |
| 3M | -4.6% | -0.7% | -3.8% | -5.1% |
| 6M | +36.9% | -17.8% | +54.8% | +57.8% |
| YTD | +42.5% | -15.8% | +58.4% | +60.1% |
| 1Y | +45.8% | -16.7% | +62.5% | +65.5% |
| All | +45.8% | -14.7% | +60.5% | +65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling