+59.8%
TNA vs AS
+123.4%
-63.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | +3.7% | -4.9% | +8.6% | +7.1% |
| 30D | +4.4% | +3.9% | +0.5% | +2.1% |
| 3M | -26.7% | -9.6% | -17.1% | -22.2% |
| 6M | -12.8% | -8.7% | -4.2% | -8.8% |
| YTD | +22.7% | -19.8% | +42.5% | +38.8% |
| 1Y | +35.7% | -1.5% | +37.2% | +35.0% |
| All | +59.8% | +123.4% | -63.7% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling