+54.0%
TNA vs AS
+134.9%
-80.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.5% |
| 7D | -7.0% | +6.9% | -13.9% | -10.6% |
| 30D | -6.4% | +16.0% | -22.4% | -14.6% |
| 3M | -25.7% | -12.8% | -12.8% | -19.7% |
| 6M | -19.7% | -15.4% | -4.3% | -12.0% |
| YTD | +18.3% | -15.7% | +34.0% | +29.6% |
| 1Y | +24.6% | +6.1% | +18.5% | +18.4% |
| All | +54.0% | +134.9% | -80.8% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling