+87.5%
TNA vs P
+694.3%
-606.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -1.4% |
| 7D | -3.6% | +5.0% | -8.6% | -6.9% |
| 30D | -10.1% | -0.9% | -9.1% | -11.5% |
| 3M | +2.7% | +38.7% | -36.0% | -21.6% |
| 6M | +38.4% | +54.4% | -16.0% | -5.8% |
| YTD | +45.4% | +44.8% | +0.6% | +1.3% |
| 1Y | +55.9% | +22.5% | +33.4% | +14.1% |
| 3Y | +109.8% | +148.2% | -38.4% | -25.9% |
| 5Y | -22.5% | +268.9% | -291.4% | -80.2% |
| 10Y | +87.5% | +696.9% | -609.3% | -65.4% |
| All | +87.5% | +694.3% | -606.7% | -65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling