+102.5%
TNA vs BB
+62.2%
+40.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -1.8% |
| 7D | -7.6% | -2.1% | -5.5% | -6.7% |
| 30D | -13.6% | -16.0% | +2.4% | -7.0% |
| 3M | +2.8% | -14.5% | +17.3% | +6.2% |
| 6M | +34.5% | +118.6% | -84.0% | -16.5% |
| YTD | +41.0% | +98.9% | -57.9% | -8.0% |
| 1Y | +52.0% | +99.5% | -47.5% | -2.4% |
| All | +102.5% | +62.2% | +40.3% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling