-22.5%
TNA vs AR
+148.2%
-170.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -3.6% | -1.2% | -2.4% | -3.0% |
| 30D | -10.1% | +5.5% | -15.6% | -12.8% |
| 3M | +2.7% | +12.9% | -10.2% | -5.4% |
| 6M | +38.4% | +0.1% | +38.3% | +33.1% |
| YTD | +45.4% | +13.5% | +31.9% | +27.5% |
| 1Y | +55.9% | +21.6% | +34.4% | +29.9% |
| 3Y | +109.8% | +46.0% | +63.8% | +52.7% |
| 5Y | -22.5% | +143.7% | -166.2% | -58.1% |
| All | -22.5% | +148.2% | -170.7% | -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 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