+52.0%
TNA vs BUD
+33.5%
+18.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -7.6% | -3.2% | -4.4% | -6.4% |
| 30D | -13.6% | -3.7% | -10.0% | -12.4% |
| 3M | +2.8% | -4.4% | +7.3% | +3.9% |
| 6M | +34.5% | +7.7% | +26.8% | +25.2% |
| YTD | +41.0% | +23.1% | +18.0% | +28.5% |
| 1Y | +52.0% | +33.6% | +18.4% | +46.0% |
| All | +52.0% | +33.5% | +18.5% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling