+87.5%
TNA vs ALLE
+146.0%
-58.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.4% | +0.3% |
| 7D | -3.6% | -2.2% | -1.4% | -0.1% |
| 30D | -10.1% | -8.3% | -1.7% | +3.3% |
| 3M | +2.7% | +16.3% | -13.6% | -22.8% |
| 6M | +38.4% | +1.8% | +36.6% | +28.6% |
| YTD | +45.4% | -3.9% | +49.4% | +45.0% |
| 1Y | +55.9% | -10.0% | +66.0% | +73.8% |
| 3Y | +109.8% | +45.8% | +64.0% | +9.4% |
| 5Y | -22.5% | +13.3% | -35.8% | -31.8% |
| 10Y | +87.5% | +155.3% | -67.7% | -29.8% |
| All | +87.5% | +146.0% | -58.4% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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