+76.5%
TNA vs AU
+699.0%
-622.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -7.3% | -4.3% | -3.0% | -6.5% |
| 30D | -14.2% | +7.3% | -21.5% | -15.6% |
| 3M | -4.6% | +26.3% | -30.9% | -9.5% |
| 6M | +36.9% | +1.8% | +35.2% | +35.4% |
| YTD | +42.5% | +26.8% | +15.7% | +35.1% |
| 1Y | +45.8% | +66.7% | -20.9% | +31.6% |
| 3Y | +104.7% | +579.1% | -474.4% | +42.5% |
| 5Y | -21.7% | +689.3% | -711.0% | -47.2% |
| All | +76.5% | +699.0% | -622.4% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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