+104.7%
TNA vs BR
-5.3%
+110.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -7.3% | -3.0% | -4.3% | -5.1% |
| 30D | -14.2% | -0.3% | -13.9% | -14.4% |
| 3M | -4.6% | +17.3% | -21.9% | -18.3% |
| 6M | +36.9% | -6.7% | +43.6% | +46.4% |
| YTD | +42.5% | -23.4% | +66.0% | +93.9% |
| 1Y | +45.8% | -32.7% | +78.4% | +142.7% |
| 3Y | +104.7% | -5.9% | +110.6% | +87.9% |
| All | +104.7% | -5.3% | +110.0% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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