+104.7%
TNA vs HIG
+101.1%
+3.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.4% |
| 7D | -7.3% | -1.5% | -5.8% | -6.0% |
| 30D | -14.2% | -0.4% | -13.8% | -14.2% |
| 3M | -4.6% | +6.7% | -11.2% | -12.5% |
| 6M | +36.9% | +2.0% | +35.0% | +30.4% |
| YTD | +42.5% | +0.3% | +42.3% | +37.6% |
| 1Y | +45.8% | +4.2% | +41.6% | +33.3% |
| 3Y | +104.7% | +102.2% | +2.4% | -15.1% |
| All | +104.7% | +101.1% | +3.5% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling