-19.2%
TNA vs P
+283.1%
-302.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.2% |
| 7D | +4.1% | +7.8% | -3.8% | -0.5% |
| 30D | -7.6% | +12.3% | -19.9% | -15.6% |
| 3M | +8.1% | +37.1% | -29.0% | -13.5% |
| 6M | +49.0% | +66.1% | -17.1% | +3.0% |
| YTD | +51.7% | +50.9% | +0.8% | +9.2% |
| 1Y | +59.6% | +27.2% | +32.4% | +19.9% |
| 3Y | +118.9% | +158.7% | -39.8% | -19.3% |
| 5Y | -19.2% | +291.1% | -310.3% | -78.9% |
| All | -19.2% | +283.1% | -302.3% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling