+102.6%
TNA vs AMRZ
-20.3%
+122.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.1% |
| 7D | -7.6% | -8.1% | +0.5% | -2.0% |
| 30D | -13.6% | -14.8% | +1.2% | -3.5% |
| 3M | +2.8% | -19.7% | +22.6% | +18.0% |
| 6M | +34.5% | -30.8% | +65.3% | +72.1% |
| YTD | +41.0% | -24.3% | +65.3% | +67.2% |
| 1Y | +52.0% | -24.0% | +76.0% | +75.6% |
| All | +102.6% | -20.3% | +122.9% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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