+38.5%
TNA vs ALM
+44.8%
-6.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.1% |
| 7D | +2.4% | -6.4% | +8.8% | +4.3% |
| 30D | -0.9% | -35.0% | +34.1% | +11.0% |
| 3M | -19.2% | -33.8% | +14.6% | -11.3% |
| 6M | -0.8% | -55.0% | +54.2% | +18.7% |
| YTD | +33.2% | -0.2% | +33.4% | +40.8% |
| 1Y | +38.5% | +41.8% | -3.3% | +37.2% |
| All | +38.5% | +44.8% | -6.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling