+104.7%
TNA vs BG
+18.0%
+86.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.9% |
| 7D | -7.3% | +3.1% | -10.4% | -8.7% |
| 30D | -14.2% | +10.2% | -24.4% | -18.4% |
| 3M | -4.6% | -1.7% | -2.9% | -4.4% |
| 6M | +36.9% | +1.0% | +35.9% | +33.4% |
| YTD | +42.5% | +39.9% | +2.6% | +12.6% |
| 1Y | +45.8% | +53.2% | -7.5% | +7.2% |
| 3Y | +104.7% | +16.3% | +88.4% | +86.4% |
| All | +104.7% | +18.0% | +86.7% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling