+76.5%
TNA vs GNRC
+448.8%
-372.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | -1.5% |
| 7D | -7.3% | -0.2% | -7.1% | -7.1% |
| 30D | -14.2% | -15.7% | +1.6% | -0.7% |
| 3M | -4.6% | -27.3% | +22.8% | +22.5% |
| 6M | +36.9% | -12.1% | +49.0% | +43.8% |
| YTD | +42.5% | +37.1% | +5.4% | -3.8% |
| 1Y | +45.8% | -0.5% | +46.2% | +30.2% |
| 3Y | +104.7% | +61.5% | +43.1% | +15.0% |
| 5Y | -21.7% | -58.6% | +36.9% | +50.2% |
| All | +76.5% | +448.8% | -372.3% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling