+1,041.7%
TNA vs M
+610.9%
+430.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -3.3% |
| 7D | +7.7% | +0.6% | +7.1% | +7.1% |
| 30D | -0.7% | +7.0% | -7.7% | -5.8% |
| 3M | -25.4% | +3.1% | -28.5% | -27.7% |
| 6M | -11.8% | +33.5% | -45.3% | -31.0% |
| YTD | +23.9% | +13.4% | +10.5% | +8.5% |
| 1Y | +25.6% | +22.4% | +3.2% | +3.3% |
| 3Y | +137.1% | +150.9% | -13.8% | -1.7% |
| 5Y | -45.4% | -3.0% | -42.4% | -54.1% |
| 10Y | +39.5% | -9.1% | +48.5% | -14.8% |
| All | +1,041.7% | +610.9% | +430.8% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling