+1,213.1%
TNA vs BG
+383.3%
+829.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +2.9% |
| 7D | -7.3% | +3.1% | -10.4% | -10.6% |
| 30D | -14.2% | +10.2% | -24.4% | -23.8% |
| 3M | -4.6% | -1.7% | -2.9% | -6.8% |
| 6M | +36.9% | +1.0% | +35.9% | +26.4% |
| YTD | +42.5% | +39.9% | +2.6% | -9.1% |
| 1Y | +45.8% | +53.2% | -7.5% | -18.4% |
| 3Y | +104.7% | +16.3% | +88.4% | +48.5% |
| 5Y | -21.7% | +83.9% | -105.6% | -68.5% |
| 10Y | +83.8% | +165.1% | -81.3% | -52.0% |
| All | +1,213.1% | +383.3% | +829.9% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling