-26.5%
TNA vs GTLB
-49.8%
+23.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.9% |
| 7D | -7.6% | -4.1% | -3.5% | -6.0% |
| 30D | -13.6% | +12.3% | -26.0% | -18.4% |
| 3M | +2.8% | +65.9% | -63.1% | -18.8% |
| 6M | +34.5% | +104.0% | -69.5% | -6.5% |
| YTD | +41.0% | +26.0% | +15.0% | +20.0% |
| 1Y | +52.0% | -3.5% | +55.5% | +43.5% |
| 3Y | +103.5% | -9.6% | +113.1% | +88.7% |
| All | -26.5% | -49.8% | +23.3% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling