+52.0%
TNA vs P
+17.1%
+34.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -2.1% |
| 7D | -7.6% | -4.1% | -3.5% | -6.3% |
| 30D | -13.6% | -14.0% | +0.3% | -9.9% |
| 3M | +2.8% | +41.4% | -38.6% | -10.1% |
| 6M | +34.5% | +54.2% | -19.7% | +11.9% |
| YTD | +41.0% | +40.4% | +0.6% | +20.1% |
| 1Y | +52.0% | +16.0% | +36.1% | +24.9% |
| All | +52.0% | +17.1% | +34.9% | +24.9% |
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