+61.4%
TNA vs AS
+125.3%
-63.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.1% | -3.1% |
| 7D | +7.7% | -3.6% | +11.3% | +10.3% |
| 30D | -0.7% | +3.4% | -4.1% | -2.5% |
| 3M | -25.4% | -8.6% | -16.8% | -21.4% |
| 6M | -11.8% | -10.0% | -1.8% | -6.9% |
| YTD | +23.9% | -19.2% | +43.1% | +39.5% |
| 1Y | +25.6% | -3.8% | +29.4% | +26.9% |
| All | +61.4% | +125.3% | -63.9% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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