+1,316.1%
TNA vs M
+567.8%
+748.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -1.3% |
| 7D | -0.1% | +4.7% | -4.8% | -3.6% |
| 30D | -4.9% | -9.6% | +4.7% | +2.7% |
| 3M | +0.4% | +0.9% | -0.5% | -1.3% |
| 6M | +32.5% | +22.3% | +10.3% | +11.8% |
| YTD | +53.7% | +6.5% | +47.2% | +42.2% |
| 1Y | +65.1% | +38.8% | +26.3% | +23.6% |
| 3Y | +98.4% | +115.9% | -17.5% | -6.7% |
| 5Y | -22.5% | +28.6% | -51.1% | -49.8% |
| 10Y | +82.5% | -2.5% | +85.1% | +2.1% |
| All | +1,316.1% | +567.8% | +748.3% | -32.7% |
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