+74.7%
TNA vs ALM
+2,776.7%
-2,702.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.6% | +6.6% | -1.9% |
| 7D | -7.6% | -7.1% | -0.5% | -6.9% |
| 30D | -13.6% | +24.7% | -38.3% | -16.1% |
| 3M | +2.8% | +8.3% | -5.5% | +1.0% |
| 6M | +34.5% | -22.2% | +56.7% | +36.3% |
| YTD | +41.0% | +88.1% | -47.1% | +30.5% |
| 1Y | +52.0% | +272.4% | -220.3% | +31.2% |
| 3Y | +103.5% | +2,004.1% | -1,900.7% | +43.7% |
| 5Y | -22.5% | +915.8% | -938.3% | -43.0% |
| All | +74.7% | +2,776.7% | -2,702.1% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling