+1,239.7%
TNA vs MDY
+850.8%
+388.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.1% | -0.8% |
| 7D | -3.6% | -0.8% | -2.8% | -1.2% |
| 30D | -10.1% | -3.9% | -6.2% | +2.2% |
| 3M | +2.7% | 0.0% | +2.7% | +4.3% |
| 6M | +38.4% | +8.5% | +29.9% | +12.0% |
| YTD | +45.4% | +13.2% | +32.2% | +4.9% |
| 1Y | +55.9% | +15.0% | +40.9% | +10.5% |
| 3Y | +109.8% | +49.6% | +60.2% | -12.9% |
| 5Y | -22.5% | +46.0% | -68.5% | -51.0% |
| 10Y | +87.5% | +176.4% | -88.8% | -64.5% |
| All | +1,239.7% | +850.8% | +388.9% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling