+76.5%
TNA vs BBWI
-55.0%
+131.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | -3.0% |
| 7D | -7.3% | -4.8% | -2.5% | -4.5% |
| 30D | -14.2% | +3.5% | -17.7% | -17.5% |
| 3M | -4.6% | -0.3% | -4.2% | -7.7% |
| 6M | +36.9% | -5.4% | +42.3% | +33.5% |
| YTD | +42.5% | -4.7% | +47.3% | +36.5% |
| 1Y | +45.8% | -30.5% | +76.2% | +65.7% |
| 3Y | +104.7% | -44.3% | +149.0% | +164.1% |
| 5Y | -21.7% | -66.9% | +45.2% | +41.2% |
| All | +76.5% | -55.0% | +131.5% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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