-25.7%
TNA vs GTLB
-50.1%
+24.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.4% |
| 7D | -7.3% | -5.7% | -1.6% | -5.0% |
| 30D | -14.2% | +15.1% | -29.3% | -19.7% |
| 3M | -4.6% | +65.5% | -70.0% | -24.5% |
| 6M | +36.9% | +102.9% | -66.0% | -4.6% |
| YTD | +42.5% | +25.2% | +17.3% | +21.6% |
| 1Y | +45.8% | -5.5% | +51.3% | +38.9% |
| 3Y | +104.7% | -10.9% | +115.5% | +90.9% |
| All | -25.7% | -50.1% | +24.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling