-22.5%
TNA vs BUD
+44.7%
-67.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -2.0% |
| 7D | -3.6% | -1.3% | -2.3% | -2.3% |
| 30D | -10.1% | -6.1% | -3.9% | -4.6% |
| 3M | +2.7% | -3.8% | +6.5% | +5.1% |
| 6M | +38.4% | +8.2% | +30.2% | +25.4% |
| YTD | +45.4% | +23.6% | +21.9% | +13.1% |
| 1Y | +55.9% | +33.4% | +22.5% | +10.4% |
| 3Y | +109.8% | +45.3% | +64.5% | +25.8% |
| 5Y | -22.5% | +44.3% | -66.8% | -53.0% |
| All | -22.5% | +44.7% | -67.2% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling