+76.5%
TNA vs LUMN
-55.8%
+132.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.4% |
| 7D | -7.3% | +2.5% | -9.8% | -8.2% |
| 30D | -14.2% | +10.3% | -24.5% | -17.5% |
| 3M | -4.6% | -18.3% | +13.7% | +1.7% |
| 6M | +36.9% | +4.4% | +32.6% | +32.6% |
| YTD | +42.5% | -10.7% | +53.2% | +42.3% |
| 1Y | +45.8% | +14.0% | +31.8% | +28.1% |
| 3Y | +104.7% | +406.6% | -301.9% | -43.5% |
| 5Y | -21.7% | -36.8% | +15.1% | -20.3% |
| All | +76.5% | -55.8% | +132.4% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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