+1,316.1%
TNA vs IBB
+879.3%
+436.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +2.6% |
| 7D | -0.1% | +1.4% | -1.5% | -3.1% |
| 30D | -4.9% | +10.5% | -15.4% | -24.5% |
| 3M | +0.4% | +23.6% | -23.3% | -37.6% |
| 6M | +32.5% | +22.6% | +9.9% | -15.7% |
| YTD | +53.7% | +25.7% | +28.0% | -7.8% |
| 1Y | +65.1% | +51.4% | +13.7% | -33.0% |
| 3Y | +98.4% | +64.4% | +34.1% | -21.8% |
| 5Y | -22.5% | +22.1% | -44.6% | -32.2% |
| 10Y | +82.5% | +132.5% | -49.9% | -43.0% |
| All | +1,316.1% | +879.3% | +436.7% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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