+102.5%
TNA vs GTLB
-10.3%
+112.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.9% |
| 7D | -7.6% | -4.1% | -3.5% | -6.1% |
| 30D | -13.6% | +12.3% | -26.0% | -18.2% |
| 3M | +2.8% | +65.9% | -63.1% | -18.4% |
| 6M | +34.5% | +104.0% | -69.5% | -6.6% |
| YTD | +41.0% | +26.0% | +15.0% | +22.6% |
| 1Y | +52.0% | -3.5% | +55.5% | +49.2% |
| All | +102.5% | -10.3% | +112.8% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling