+1,239.7%
TNA vs GWW
+2,594.8%
-1,355.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -2.9% |
| 7D | -3.6% | -0.5% | -3.1% | -3.0% |
| 30D | -10.1% | -1.4% | -8.6% | -8.5% |
| 3M | +2.7% | -3.6% | +6.3% | +6.3% |
| 6M | +38.4% | +15.1% | +23.3% | +7.8% |
| YTD | +45.4% | +27.5% | +17.9% | -4.7% |
| 1Y | +55.9% | +29.6% | +26.3% | 0.0% |
| 3Y | +109.8% | +90.1% | +19.8% | -22.8% |
| 5Y | -22.5% | +222.6% | -245.1% | -87.2% |
| 10Y | +87.5% | +566.5% | -479.0% | -91.2% |
| All | +1,239.7% | +2,594.8% | -1,355.1% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling