+149.3%
TNA vs GPC
+0.5%
+148.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +3.3% |
| 7D | -2.1% | -2.1% | -0.1% | -0.3% |
| 30D | +3.1% | -4.5% | +7.6% | +6.5% |
| 3M | -20.2% | -7.7% | -12.5% | -15.5% |
| 6M | -10.0% | +24.3% | -34.3% | -28.1% |
| YTD | +30.3% | +3.5% | +26.9% | +17.2% |
| 1Y | +31.1% | +0.7% | +30.4% | +21.3% |
| All | +149.3% | +0.5% | +148.8% | +94.4% |
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