-45.4%
TNA vs ALM
+387.9%
-433.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.5% | +1.6% | -3.7% |
| 7D | +7.7% | -4.0% | +11.7% | +8.6% |
| 30D | -0.7% | -30.5% | +29.8% | +6.0% |
| 3M | -25.4% | -46.9% | +21.5% | -17.2% |
| 6M | -11.8% | -65.5% | +53.7% | +4.0% |
| YTD | +23.9% | -13.4% | +37.3% | +26.4% |
| 1Y | +25.6% | +9.8% | +15.8% | +23.2% |
| 3Y | +137.1% | +783.1% | -646.0% | +62.6% |
| 5Y | -45.4% | +378.3% | -423.7% | -60.6% |
| All | -45.4% | +387.9% | -433.3% | -60.6% |
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 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