-23.0%
TNA vs MTB
+104.1%
-127.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.6% |
| 7D | -7.3% | 0.0% | -7.3% | -7.3% |
| 30D | -14.2% | -4.8% | -9.4% | -8.2% |
| 3M | -4.6% | +6.0% | -10.5% | -12.8% |
| 6M | +36.9% | +19.6% | +17.3% | +6.3% |
| YTD | +42.5% | +21.5% | +21.1% | +8.3% |
| 1Y | +45.8% | +24.7% | +21.1% | +7.2% |
| 3Y | +104.7% | +108.6% | -3.9% | -14.2% |
| All | -23.0% | +104.1% | -127.2% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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