+1,316.1%
TNA vs GPC
+551.8%
+764.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -1.1% |
| 7D | -0.1% | +1.2% | -1.3% | -2.0% |
| 30D | -4.9% | +6.0% | -10.9% | -13.9% |
| 3M | +0.4% | +42.6% | -42.2% | -49.2% |
| 6M | +32.5% | +22.8% | +9.8% | -14.4% |
| YTD | +53.7% | +15.5% | +38.3% | +2.9% |
| 1Y | +65.1% | +2.0% | +63.1% | +36.5% |
| 3Y | +98.4% | -1.4% | +99.9% | +54.6% |
| 5Y | -22.5% | +30.6% | -53.1% | -61.5% |
| 10Y | +82.5% | +80.6% | +1.9% | -44.4% |
| All | +1,316.1% | +551.8% | +764.3% | -70.5% |
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