+76.5%
TNA vs BB
+1.6%
+74.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.2% |
| 7D | -7.3% | -0.4% | -6.9% | -7.1% |
| 30D | -14.2% | -12.5% | -1.6% | -8.6% |
| 3M | -4.6% | -17.4% | +12.9% | +0.9% |
| 6M | +36.9% | +119.1% | -82.2% | -15.9% |
| YTD | +42.5% | +102.4% | -59.8% | -8.6% |
| 1Y | +45.8% | +98.2% | -52.4% | -6.8% |
| 3Y | +104.7% | +46.9% | +57.7% | +40.8% |
| 5Y | -21.7% | -26.4% | +4.7% | -24.6% |
| All | +76.5% | +1.6% | +74.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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