+1,199.2%
TNA vs AU
+735.0%
+464.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -1.9% |
| 7D | -7.6% | -7.0% | -0.6% | -5.9% |
| 30D | -13.6% | +7.3% | -20.9% | -15.5% |
| 3M | +2.8% | +33.2% | -30.4% | -5.2% |
| 6M | +34.5% | -0.6% | +35.1% | +33.5% |
| YTD | +41.0% | +26.2% | +14.9% | +31.0% |
| 1Y | +52.0% | +68.3% | -16.2% | +31.0% |
| 3Y | +103.5% | +592.1% | -488.6% | +18.5% |
| 5Y | -22.5% | +685.3% | -707.8% | -57.5% |
| 10Y | +81.9% | +682.5% | -600.7% | -14.7% |
| All | +1,199.2% | +735.0% | +464.2% | +279.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling