+104.7%
TNA vs GFI
+287.6%
-183.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.4% |
| 7D | -7.3% | -4.9% | -2.4% | -6.0% |
| 30D | -14.2% | +10.7% | -24.9% | -16.7% |
| 3M | -4.6% | +25.6% | -30.2% | -11.3% |
| 6M | +36.9% | -8.3% | +45.2% | +37.9% |
| YTD | +42.5% | +6.3% | +36.2% | +38.2% |
| 1Y | +45.8% | +22.1% | +23.7% | +36.5% |
| 3Y | +104.7% | +289.2% | -184.5% | +30.2% |
| All | +104.7% | +287.6% | -183.0% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling