-23.0%
TNA vs AU
+686.2%
-709.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -7.3% | -4.3% | -3.0% | -5.9% |
| 30D | -14.2% | +7.3% | -21.5% | -16.6% |
| 3M | -4.6% | +26.3% | -30.9% | -12.9% |
| 6M | +36.9% | +1.8% | +35.2% | +34.0% |
| YTD | +42.5% | +26.8% | +15.7% | +28.9% |
| 1Y | +45.8% | +66.7% | -20.9% | +20.5% |
| 3Y | +104.7% | +579.1% | -474.4% | -2.7% |
| All | -23.0% | +686.2% | -709.3% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling