+121.8%
TNA vs BIYA
-99.8%
+221.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.1% | +2.7% | +1.3% | +4.1% |
| 30D | -7.6% | -18.7% | +11.1% | -7.6% |
| 3M | +8.1% | -72.0% | +80.1% | +7.6% |
| 6M | +49.0% | -86.4% | +135.4% | +49.4% |
| YTD | +51.7% | -94.2% | +145.9% | +55.0% |
| 1Y | +59.6% | -98.4% | +158.0% | +74.1% |
| All | +121.8% | -99.8% | +221.6% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling