+32.7%
TNA vs P
+652.0%
-619.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.2% |
| 7D | +3.7% | +11.6% | -7.9% | -3.6% |
| 30D | +4.4% | -23.7% | +28.1% | +22.2% |
| 3M | -26.7% | -8.0% | -18.7% | -26.8% |
| 6M | -12.8% | +27.9% | -40.7% | -34.4% |
| YTD | +22.7% | +61.2% | -38.5% | -24.1% |
| 1Y | +35.7% | +28.6% | +7.0% | -7.7% |
| 3Y | +134.6% | +200.5% | -65.9% | -31.8% |
| 5Y | -46.0% | +282.9% | -328.9% | -87.1% |
| All | +32.7% | +652.0% | -619.4% | -77.1% |
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