+104.7%
TNA vs MDY
+48.5%
+56.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | -1.6% |
| 7D | -7.3% | -1.9% | -5.4% | -1.2% |
| 30D | -14.2% | -4.6% | -9.5% | +1.0% |
| 3M | -4.6% | -1.2% | -3.3% | +0.5% |
| 6M | +36.9% | +9.2% | +27.7% | +6.7% |
| YTD | +42.5% | +13.1% | +29.5% | +0.5% |
| 1Y | +45.8% | +13.0% | +32.8% | +6.1% |
| 3Y | +104.7% | +49.2% | +55.4% | -25.9% |
| All | +104.7% | +48.5% | +56.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling