+1,239.7%
TNA vs MTB
+570.7%
+668.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -3.9% |
| 7D | -3.6% | +1.1% | -4.7% | -5.1% |
| 30D | -10.1% | -4.6% | -5.4% | -3.9% |
| 3M | +2.7% | +6.3% | -3.6% | -6.5% |
| 6M | +38.4% | +15.6% | +22.8% | +12.4% |
| YTD | +45.4% | +20.6% | +24.9% | +11.3% |
| 1Y | +55.9% | +22.5% | +33.4% | +17.2% |
| 3Y | +109.8% | +114.4% | -4.6% | -20.7% |
| 5Y | -22.5% | +101.9% | -124.4% | -68.0% |
| 10Y | +87.5% | +170.4% | -82.9% | -40.5% |
| All | +1,239.7% | +570.7% | +668.9% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling