+351.3%
TNA vs INDA
+109.8%
+241.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -2.8% |
| 7D | -3.6% | -2.6% | -1.0% | +0.5% |
| 30D | -10.1% | -2.9% | -7.1% | -5.7% |
| 3M | +2.7% | +2.4% | +0.3% | -0.6% |
| 6M | +38.4% | -2.6% | +41.0% | +47.4% |
| YTD | +45.4% | -10.0% | +55.4% | +74.8% |
| 1Y | +55.9% | -7.7% | +63.6% | +79.4% |
| 3Y | +109.8% | +8.9% | +100.9% | +96.7% |
| 5Y | -22.5% | +6.0% | -28.5% | -15.8% |
| 10Y | +87.5% | +84.4% | +3.1% | +20.9% |
| All | +351.3% | +109.8% | +241.5% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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