+108.4%
TNA vs BIYA
-99.8%
+208.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.1% |
| 7D | -7.3% | -1.8% | -5.5% | -7.3% |
| 30D | -14.2% | -17.5% | +3.3% | -14.1% |
| 3M | -4.6% | -78.0% | +73.5% | -4.6% |
| 6M | +36.9% | -89.5% | +126.4% | +38.5% |
| YTD | +42.5% | -94.3% | +136.8% | +45.7% |
| 1Y | +45.8% | -98.6% | +144.4% | +60.3% |
| All | +108.4% | -99.8% | +208.2% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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