+52.0%
TNA vs ALM
+279.2%
-227.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.6% | +6.6% | -0.4% |
| 7D | -7.6% | -7.1% | -0.5% | -5.9% |
| 30D | -13.6% | +24.7% | -38.3% | -19.4% |
| 3M | +2.8% | +8.3% | -5.5% | -1.9% |
| 6M | +34.5% | -22.2% | +56.7% | +37.2% |
| YTD | +41.0% | +88.1% | -47.1% | +19.3% |
| 1Y | +52.0% | +272.4% | -220.3% | +14.6% |
| All | +52.0% | +279.2% | -227.2% | +14.6% |
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