+25.6%
TNA vs AR
+10.2%
+15.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -4.6% |
| 7D | +7.7% | +6.4% | +1.3% | +9.1% |
| 30D | -0.7% | +3.1% | -3.8% | +0.1% |
| 3M | -25.4% | +3.3% | -28.7% | -24.5% |
| 6M | -11.8% | +6.6% | -18.4% | -9.6% |
| YTD | +23.9% | +12.3% | +11.6% | +23.0% |
| 1Y | +25.6% | +12.3% | +13.2% | +25.3% |
| All | +25.6% | +10.2% | +15.4% | +25.3% |
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