-24.2%
TNA vs GTLB
-50.8%
+26.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.4% |
| 7D | -3.6% | -6.6% | +3.0% | -0.8% |
| 30D | -10.1% | +13.7% | -23.8% | -15.4% |
| 3M | +2.7% | +52.9% | -50.2% | -16.0% |
| 6M | +38.4% | +88.5% | -50.1% | -0.4% |
| YTD | +45.4% | +23.4% | +22.0% | +24.9% |
| 1Y | +55.9% | -3.8% | +59.8% | +47.4% |
| 3Y | +109.8% | -11.5% | +121.3% | +96.4% |
| All | -24.2% | -50.8% | +26.6% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling