+108.8%
TNA vs ALM
+2,150.5%
-2,041.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -3.4% |
| 7D | -3.6% | +3.6% | -7.2% | -4.3% |
| 30D | -10.1% | +33.8% | -43.8% | -14.8% |
| 3M | +2.7% | +14.8% | -12.1% | -1.0% |
| 6M | +38.4% | -7.0% | +45.4% | +36.7% |
| YTD | +45.4% | +108.1% | -62.6% | +29.2% |
| 1Y | +55.9% | +313.8% | -257.8% | +27.2% |
| All | +108.8% | +2,150.5% | -2,041.7% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling