+1,297.6%
TNA vs BB
-83.6%
+1,381.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.4% |
| 7D | +4.1% | +0.5% | +3.6% | +3.7% |
| 30D | -7.6% | -12.4% | +4.7% | -1.9% |
| 3M | +8.1% | -15.3% | +23.4% | +12.7% |
| 6M | +49.0% | +128.8% | -79.8% | -9.1% |
| YTD | +51.7% | +107.7% | -55.9% | -2.6% |
| 1Y | +59.6% | +103.9% | -44.3% | +2.1% |
| 3Y | +118.9% | +72.6% | +46.3% | +39.9% |
| 5Y | -19.2% | -24.3% | +5.1% | -21.5% |
| 10Y | +77.2% | +3.1% | +74.1% | +2.1% |
| All | +1,297.6% | -83.6% | +1,381.2% | +1,511.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling