+1,239.7%
TNA vs BWA
+963.2%
+276.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -2.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.8% |
| 30D | -10.1% | -5.6% | -4.5% | -3.9% |
| 3M | +2.7% | -10.7% | +13.4% | +16.2% |
| 6M | +38.4% | +23.2% | +15.2% | +3.2% |
| YTD | +45.4% | +46.0% | -0.6% | -21.5% |
| 1Y | +55.9% | +51.2% | +4.8% | -19.9% |
| 3Y | +109.8% | +69.6% | +40.3% | -5.5% |
| 5Y | -22.5% | +86.6% | -109.1% | -66.6% |
| 10Y | +87.5% | +152.3% | -64.8% | -37.5% |
| All | +1,239.7% | +963.2% | +276.5% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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