-23.0%
TNA vs HDB
-34.5%
+11.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.9% | -5.8% | -5.4% |
| 7D | -7.3% | +0.7% | -8.0% | -8.1% |
| 30D | -14.2% | +1.0% | -15.2% | -15.5% |
| 3M | -4.6% | -2.0% | -2.6% | -5.1% |
| 6M | +36.9% | -18.1% | +55.0% | +63.0% |
| YTD | +42.5% | -36.1% | +78.7% | +115.6% |
| 1Y | +45.8% | -34.0% | +79.8% | +111.3% |
| 3Y | +104.7% | -26.7% | +131.3% | +156.0% |
| All | -23.0% | -34.5% | +11.5% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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