+76.5%
TNA vs BDX
+59.3%
+17.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.3% |
| 7D | -7.3% | -3.2% | -4.1% | -4.3% |
| 30D | -14.2% | -2.5% | -11.6% | -12.1% |
| 3M | -4.6% | +21.4% | -26.0% | -23.0% |
| 6M | +36.9% | +10.4% | +26.5% | +20.9% |
| YTD | +42.5% | +18.8% | +23.7% | +15.5% |
| 1Y | +45.8% | +21.7% | +24.1% | +15.2% |
| 3Y | +104.7% | -10.0% | +114.6% | +119.7% |
| 5Y | -21.7% | -1.8% | -19.9% | -22.6% |
| All | +76.5% | +59.3% | +17.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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