+1,316.1%
TNA vs BBWI
+593.4%
+722.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -1.6% |
| 7D | -0.1% | +1.5% | -1.6% | -1.4% |
| 30D | -4.9% | -5.2% | +0.3% | -3.0% |
| 3M | +0.4% | +11.1% | -10.7% | -11.9% |
| 6M | +32.5% | -13.4% | +45.9% | +36.9% |
| YTD | +53.7% | +0.1% | +53.6% | +38.1% |
| 1Y | +65.1% | -36.1% | +101.2% | +103.0% |
| 3Y | +98.4% | -44.1% | +142.5% | +158.6% |
| 5Y | -22.5% | -66.2% | +43.8% | +49.6% |
| 10Y | +82.5% | -54.8% | +137.3% | +105.5% |
| All | +1,316.1% | +593.4% | +722.7% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling