+206.0%
TNA vs ALM
+7,705.7%
-7,499.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | -0.1% | -2.6% | +2.5% | -0.1% |
| 30D | -4.9% | +32.0% | -36.9% | -5.2% |
| 3M | +0.4% | -15.0% | +15.4% | +0.5% |
| 6M | +32.5% | -10.1% | +42.7% | +32.5% |
| YTD | +53.7% | +99.4% | -45.7% | +52.8% |
| 1Y | +65.1% | +316.4% | -251.2% | +63.3% |
| 3Y | +98.4% | +2,022.0% | -1,923.5% | +94.1% |
| 5Y | -22.5% | +941.2% | -963.7% | -24.0% |
| 10Y | +82.5% | +2,950.3% | -2,867.8% | +78.2% |
| All | +206.0% | +7,705.7% | -7,499.7% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling