+38.5%
TNA vs IBN
+4.2%
+34.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.8% | +0.6% | +0.7% |
| 7D | +2.4% | +8.9% | -6.5% | -6.1% |
| 30D | -0.9% | +12.6% | -13.5% | -12.7% |
| 3M | -19.2% | +3.1% | -22.3% | -21.7% |
| 6M | -0.8% | +20.6% | -21.4% | -20.0% |
| YTD | +33.2% | +5.8% | +27.4% | +17.4% |
| 1Y | +38.5% | +3.7% | +34.9% | +23.2% |
| All | +38.5% | +4.2% | +34.3% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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