+35.7%
TNA vs GPC
-0.7%
+36.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +3.7% | +0.4% | +3.3% | +3.6% |
| 30D | +4.4% | -6.3% | +10.7% | +7.1% |
| 3M | -26.7% | -8.2% | -18.5% | -24.2% |
| 6M | -12.8% | +27.1% | -39.9% | -25.4% |
| YTD | +22.7% | +3.1% | +19.5% | -1.8% |
| 1Y | +35.7% | +0.1% | +35.6% | +13.3% |
| All | +35.7% | -0.7% | +36.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling