+1,199.2%
TNA vs BR
+2,120.8%
-921.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.2% |
| 7D | -7.6% | -6.0% | -1.6% | +1.8% |
| 30D | -13.6% | -0.9% | -12.8% | -13.5% |
| 3M | +2.8% | +16.4% | -13.5% | -24.9% |
| 6M | +34.5% | -8.2% | +42.7% | +39.1% |
| YTD | +41.0% | -23.2% | +64.2% | +86.6% |
| 1Y | +52.0% | -30.9% | +82.9% | +140.5% |
| 3Y | +103.5% | -5.0% | +108.5% | +88.8% |
| 5Y | -22.5% | +8.8% | -31.3% | -40.0% |
| 10Y | +81.9% | +190.1% | -108.2% | -74.9% |
| All | +1,199.2% | +2,120.8% | -921.6% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling