+35.7%
TNA vs ALM
+19.0%
+16.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.7% | -8.8% | -3.3% |
| 7D | +3.7% | +1.2% | +2.5% | +3.3% |
| 30D | +4.4% | -19.3% | +23.7% | +10.7% |
| 3M | -26.7% | -40.6% | +14.0% | -16.5% |
| 6M | -12.8% | -57.9% | +45.1% | +7.4% |
| YTD | +22.7% | -6.7% | +29.4% | +32.1% |
| 1Y | +35.7% | +20.2% | +15.5% | +41.5% |
| All | +35.7% | +19.0% | +16.7% | +41.5% |
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