-42.5%
TNA vs AR
+98.1%
-140.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.1% | +1.9% |
| 7D | -2.1% | +2.1% | -4.2% | -2.9% |
| 30D | +3.1% | +4.5% | -1.4% | +0.1% |
| 3M | -20.2% | +1.0% | -21.2% | -21.8% |
| 6M | -10.0% | +4.4% | -14.4% | -15.0% |
| YTD | +30.3% | +10.9% | +19.5% | +14.3% |
| 1Y | +31.1% | +8.6% | +22.6% | +16.0% |
| 3Y | +149.4% | +48.5% | +100.9% | +77.2% |
| 5Y | -42.5% | +95.7% | -138.2% | -63.8% |
| All | -42.5% | +98.1% | -140.5% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling