+1,100.7%
TNA vs GPC
+484.1%
+616.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +3.9% |
| 7D | -2.1% | -2.1% | -0.1% | +1.8% |
| 30D | +3.1% | -4.5% | +7.6% | +9.8% |
| 3M | -20.2% | -7.7% | -12.5% | -11.0% |
| 6M | -10.0% | +24.3% | -34.3% | -43.9% |
| YTD | +30.3% | +3.5% | +26.9% | +2.5% |
| 1Y | +31.1% | +0.7% | +30.4% | +8.0% |
| 3Y | +149.4% | 0.0% | +149.4% | +85.0% |
| 5Y | -42.5% | +5.8% | -48.3% | -59.3% |
| 10Y | +46.7% | +75.8% | -29.1% | -56.4% |
| All | +1,100.7% | +484.1% | +616.6% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling