-23.0%
TNA vs BR
+8.0%
-31.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.4% |
| 7D | -7.3% | -3.0% | -4.3% | -3.9% |
| 30D | -14.2% | -0.3% | -13.9% | -14.6% |
| 3M | -4.6% | +17.3% | -21.9% | -24.7% |
| 6M | +36.9% | -6.7% | +43.6% | +42.8% |
| YTD | +42.5% | -23.4% | +66.0% | +92.2% |
| 1Y | +45.8% | -32.7% | +78.4% | +141.4% |
| 3Y | +104.7% | -5.9% | +110.6% | +99.1% |
| All | -23.0% | +8.0% | -31.0% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling