+76.5%
TNA vs IT
+103.1%
-26.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | -4.0% |
| 7D | -7.3% | -3.7% | -3.6% | -4.5% |
| 30D | -14.2% | +0.1% | -14.2% | -15.9% |
| 3M | -4.6% | +20.7% | -25.2% | -30.5% |
| 6M | +36.9% | +12.0% | +25.0% | -0.5% |
| YTD | +42.5% | -28.8% | +71.4% | +63.5% |
| 1Y | +45.8% | -25.5% | +71.3% | +53.7% |
| 3Y | +104.7% | -48.8% | +153.4% | +227.1% |
| 5Y | -21.7% | -42.7% | +21.0% | +16.6% |
| All | +76.5% | +103.1% | -26.5% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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