-23.0%
TNA vs MKTX
-60.5%
+37.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -7.3% | -0.2% | -7.0% | -7.2% |
| 30D | -14.2% | +0.7% | -14.9% | -14.5% |
| 3M | -4.6% | +40.8% | -45.4% | -20.9% |
| 6M | +36.9% | -8.0% | +44.9% | +41.1% |
| YTD | +42.5% | -8.7% | +51.3% | +46.5% |
| 1Y | +45.8% | -11.8% | +57.6% | +51.7% |
| 3Y | +104.7% | -24.0% | +128.7% | +110.9% |
| All | -23.0% | -60.5% | +37.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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