+38.5%
TNA vs HIG
+12.7%
+25.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +4.4% |
| 7D | +2.4% | +6.2% | -3.8% | +2.6% |
| 30D | -0.9% | +9.4% | -10.3% | -0.8% |
| 3M | -19.2% | -2.3% | -16.9% | -19.3% |
| 6M | -0.8% | +4.2% | -5.0% | -0.8% |
| YTD | +33.2% | +1.6% | +31.6% | +34.9% |
| 1Y | +38.5% | +9.9% | +28.6% | +36.0% |
| All | +38.5% | +12.7% | +25.8% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling