+1,239.7%
TNA vs IT
+1,029.0%
+210.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -2.2% |
| 7D | -3.6% | -9.1% | +5.5% | +6.8% |
| 30D | -10.1% | -12.2% | +2.1% | +2.0% |
| 3M | +2.7% | +7.8% | -5.1% | -21.4% |
| 6M | +38.4% | +2.0% | +36.4% | +2.8% |
| YTD | +45.4% | -32.7% | +78.2% | +71.3% |
| 1Y | +55.9% | -31.1% | +87.0% | +71.1% |
| 3Y | +109.8% | -52.1% | +161.9% | +250.9% |
| 5Y | -22.5% | -46.3% | +23.8% | +19.0% |
| 10Y | +87.5% | +91.4% | -3.8% | -54.6% |
| All | +1,239.7% | +1,029.0% | +210.7% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling