+38.5%
TNA vs IRE
-97.6%
+136.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -23.2% | +27.6% | +7.3% |
| 7D | +2.4% | -46.8% | +49.2% | +9.2% |
| 30D | -0.9% | -75.5% | +74.6% | +15.1% |
| 3M | -19.2% | -79.4% | +60.2% | -6.0% |
| 6M | -0.8% | -91.3% | +90.4% | +19.6% |
| YTD | +33.2% | -90.8% | +124.0% | +44.6% |
| 1Y | +38.5% | -97.7% | +136.2% | +74.8% |
| All | +38.5% | -97.6% | +136.1% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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