+1,071.8%
TNA vs BUD
+201.1%
+870.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.5% |
| 7D | -0.1% | +0.3% | -0.4% | -0.4% |
| 30D | -4.9% | -5.7% | +0.8% | +1.9% |
| 3M | +0.4% | +3.1% | -2.7% | -5.7% |
| 6M | +32.5% | +7.9% | +24.7% | +17.2% |
| YTD | +53.7% | +27.3% | +26.4% | +7.8% |
| 1Y | +65.1% | +37.8% | +27.3% | +2.7% |
| 3Y | +98.4% | +49.8% | +48.6% | +3.0% |
| 5Y | -22.5% | +43.8% | -66.3% | -56.2% |
| 10Y | +82.5% | -22.6% | +105.2% | +154.1% |
| All | +1,071.8% | +201.1% | +870.7% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling