+86.6%
TNA vs ALLE
+339.1%
-252.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.8% | +6.9% | +5.3% |
| 7D | +2.3% | -0.6% | +2.9% | +4.0% |
| 30D | +1.4% | +26.6% | -25.2% | -31.2% |
| 3M | -21.1% | +13.2% | -34.3% | -36.4% |
| 6M | -9.4% | +42.9% | -52.3% | -51.4% |
| YTD | +29.6% | +21.0% | +8.6% | -11.9% |
| 1Y | +34.6% | +15.2% | +19.5% | -0.4% |
| 3Y | +155.9% | +95.6% | +60.3% | -16.4% |
| 5Y | -44.2% | +53.4% | -97.6% | -69.6% |
| 10Y | +63.7% | +221.5% | -157.8% | -59.8% |
| All | +86.6% | +339.1% | -252.5% | -66.1% |
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