+144.9%
TNA vs AR
-27.2%
+172.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -0.1% | +2.5% | -2.6% | -1.3% |
| 30D | -4.9% | +14.8% | -19.7% | -10.9% |
| 3M | +0.4% | +6.2% | -5.8% | -3.5% |
| 6M | +32.5% | +4.3% | +28.2% | +25.9% |
| YTD | +53.7% | +14.4% | +39.4% | +38.5% |
| 1Y | +65.1% | +21.3% | +43.8% | +44.0% |
| 3Y | +98.4% | +39.8% | +58.6% | +61.4% |
| 5Y | -22.5% | +142.1% | -164.6% | -51.1% |
| 10Y | +82.5% | +52.0% | +30.5% | +10.2% |
| All | +144.9% | -27.2% | +172.1% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling