+35.7%
TNA vs IRE
-85.3%
+121.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.8% | +4.8% | -2.0% |
| 7D | -7.6% | +7.9% | -15.5% | -8.7% |
| 30D | -13.6% | +9.3% | -22.9% | -15.8% |
| 3M | +2.8% | -52.3% | +55.2% | +6.5% |
| 6M | +34.5% | -38.5% | +73.0% | +26.7% |
| YTD | +41.0% | -54.8% | +95.9% | +29.2% |
| All | +35.7% | -85.3% | +121.0% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling