+32.7%
TNA vs ALM
+2,100.8%
-2,068.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.7% | -8.8% | -2.0% |
| 7D | +3.7% | +1.2% | +2.5% | +3.6% |
| 30D | +4.4% | -19.3% | +23.7% | +7.1% |
| 3M | -26.7% | -40.6% | +14.0% | -22.3% |
| 6M | -12.8% | -57.9% | +45.1% | -4.5% |
| YTD | +22.7% | -6.7% | +29.4% | +23.1% |
| 1Y | +35.7% | +20.2% | +15.5% | +32.4% |
| 3Y | +134.6% | +879.4% | -744.9% | +81.6% |
| 5Y | -46.0% | +415.3% | -461.3% | -57.1% |
| All | +32.7% | +2,100.8% | -2,068.1% | +1.9% |
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