+118.9%
TNA vs ALLE
+49.7%
+69.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.4% |
| 7D | +4.1% | +2.8% | +1.3% | +0.4% |
| 30D | -7.6% | -7.6% | 0.0% | +2.6% |
| 3M | +8.1% | +22.8% | -14.7% | -21.3% |
| 6M | +49.0% | +4.6% | +44.4% | +37.2% |
| YTD | +51.7% | -1.2% | +52.9% | +47.4% |
| 1Y | +59.6% | -9.1% | +68.8% | +78.6% |
| 3Y | +118.9% | +50.0% | +68.9% | +1.5% |
| All | +118.9% | +49.7% | +69.2% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling