+65.1%
TNA vs AR
+22.7%
+42.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -0.1% | +2.5% | -2.6% | +0.1% |
| 30D | -4.9% | +14.8% | -19.7% | -3.8% |
| 3M | +0.4% | +6.2% | -5.8% | +1.6% |
| 6M | +32.5% | +4.3% | +28.2% | +31.9% |
| YTD | +53.7% | +14.4% | +39.4% | +48.5% |
| 1Y | +65.1% | +21.3% | +43.8% | +58.1% |
| All | +65.1% | +22.7% | +42.5% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling