+108.8%
TNA vs GPC
-1.1%
+109.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.8% |
| 7D | -3.6% | -0.6% | -3.0% | -3.2% |
| 30D | -10.1% | +1.3% | -11.4% | -11.1% |
| 3M | +2.7% | +37.1% | -34.4% | -23.6% |
| 6M | +38.4% | +23.2% | +15.2% | +13.2% |
| YTD | +45.4% | +13.1% | +32.4% | +22.9% |
| 1Y | +55.9% | +0.9% | +55.1% | +47.9% |
| All | +108.8% | -1.1% | +109.9% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling