+104.7%
TNA vs GNRC
+61.6%
+43.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | -1.1% |
| 7D | -7.3% | -0.2% | -7.1% | -7.1% |
| 30D | -14.2% | -15.7% | +1.6% | -2.6% |
| 3M | -4.6% | -27.3% | +22.8% | +18.7% |
| 6M | +36.9% | -12.1% | +49.0% | +42.7% |
| YTD | +42.5% | +37.1% | +5.4% | -2.4% |
| 1Y | +45.8% | -0.5% | +46.2% | +31.6% |
| 3Y | +104.7% | +61.5% | +43.1% | +26.4% |
| All | +104.7% | +61.6% | +43.0% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling