-42.6%
TNA vs ALC
-9.0%
-33.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.8% | +5.2% |
| 7D | -2.1% | -6.3% | +4.1% | +5.6% |
| 30D | +3.1% | +12.6% | -9.5% | -11.3% |
| 3M | -20.2% | -3.8% | -16.3% | -17.4% |
| 6M | -10.0% | +16.8% | -26.8% | -28.6% |
| YTD | +30.3% | -7.6% | +37.9% | +36.6% |
| 1Y | +31.1% | -5.9% | +37.0% | +33.8% |
| 3Y | +149.4% | +0.6% | +148.8% | +120.2% |
| All | -42.6% | -9.0% | -33.6% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling