-23.0%
TNA vs GWW
+222.0%
-245.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.2% |
| 7D | -7.3% | -3.4% | -3.9% | -2.9% |
| 30D | -14.2% | -1.9% | -12.3% | -12.2% |
| 3M | -4.6% | -2.4% | -2.2% | -3.3% |
| 6M | +36.9% | +15.7% | +21.2% | +8.0% |
| YTD | +42.5% | +27.6% | +15.0% | -4.0% |
| 1Y | +45.8% | +27.2% | +18.6% | -0.9% |
| 3Y | +104.7% | +89.7% | +15.0% | -17.1% |
| All | -23.0% | +222.0% | -245.0% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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