-22.5%
TNA vs ALM
+958.0%
-980.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.9% |
| 3M | +2.7% | +14.8% | -12.1% | -1.1% |
| 6M | +38.4% | -7.0% | +45.4% | +36.8% |
| YTD | +45.4% | +108.1% | -62.6% | +27.4% |
| 1Y | +55.9% | +313.8% | -257.8% | +23.2% |
| 3Y | +109.8% | +2,227.6% | -2,117.8% | +18.9% |
| 5Y | -22.5% | +956.6% | -979.1% | -51.5% |
| All | -22.5% | +958.0% | -980.5% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling