-22.5%
TNA vs M
+22.2%
-44.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | 0.0% | -1.3% |
| 7D | -3.6% | -4.1% | +0.5% | -0.8% |
| 30D | -10.1% | -13.6% | +3.6% | -0.7% |
| 3M | +2.7% | -2.3% | +5.0% | +3.3% |
| 6M | +38.4% | +21.9% | +16.5% | +19.5% |
| YTD | +45.4% | -0.6% | +46.0% | +42.8% |
| 1Y | +55.9% | +29.7% | +26.2% | +26.9% |
| 3Y | +109.8% | +107.3% | +2.5% | +9.6% |
| 5Y | -22.5% | +20.5% | -43.0% | -36.5% |
| All | -22.5% | +22.2% | -44.7% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling