-22.5%
TNA vs BB
-29.9%
+7.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -1.5% |
| 7D | -7.6% | -2.1% | -5.5% | -6.5% |
| 30D | -13.6% | -16.0% | +2.4% | -5.1% |
| 3M | +2.8% | -14.5% | +17.3% | +6.8% |
| 6M | +34.5% | +118.6% | -84.0% | -25.8% |
| YTD | +41.0% | +98.9% | -57.9% | -17.3% |
| 1Y | +52.0% | +99.5% | -47.5% | -12.8% |
| 3Y | +103.5% | +65.4% | +38.1% | +15.3% |
| 5Y | -22.5% | -27.6% | +5.1% | -16.2% |
| All | -22.5% | -29.9% | +7.3% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling