+76.5%
TNA vs AR
+41.9%
+34.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.9% |
| 7D | -7.3% | -2.5% | -4.8% | -6.2% |
| 30D | -14.2% | +2.5% | -16.7% | -15.3% |
| 3M | -4.6% | +12.3% | -16.9% | -10.5% |
| 6M | +36.9% | -3.1% | +40.1% | +34.8% |
| YTD | +42.5% | +11.5% | +31.0% | +29.6% |
| 1Y | +45.8% | +17.0% | +28.7% | +28.8% |
| 3Y | +104.7% | +47.3% | +57.4% | +61.7% |
| 5Y | -21.7% | +141.2% | -162.9% | -50.9% |
| All | +76.5% | +41.9% | +34.7% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling