+121.3%
TNA vs ALLE
+260.9%
-139.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -0.9% |
| 7D | -0.1% | -0.2% | +0.1% | +0.3% |
| 30D | -4.9% | -6.8% | +1.9% | +6.1% |
| 3M | +0.4% | +21.0% | -20.7% | -28.9% |
| 6M | +32.5% | +1.1% | +31.4% | +25.2% |
| YTD | +53.7% | -0.5% | +54.3% | +45.3% |
| 1Y | +65.1% | -7.3% | +72.4% | +75.2% |
| 3Y | +98.4% | +42.3% | +56.2% | +11.1% |
| 5Y | -22.5% | +13.5% | -35.9% | -30.9% |
| 10Y | +82.5% | +144.0% | -61.5% | -29.9% |
| All | +121.3% | +260.9% | -139.6% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling