+65.1%
TNA vs P
+32.0%
+33.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -0.1% | +6.5% | -6.6% | -2.1% |
| 30D | -4.9% | +18.8% | -23.7% | -11.3% |
| 3M | +0.4% | +26.7% | -26.4% | -9.0% |
| 6M | +32.5% | +62.2% | -29.6% | +8.5% |
| YTD | +53.7% | +48.5% | +5.2% | +28.6% |
| 1Y | +65.1% | +26.4% | +38.7% | +31.3% |
| All | +65.1% | +32.0% | +33.1% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling