+128.4%
TNA vs P
+485.4%
-357.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | -0.2% |
| 7D | -0.1% | +6.5% | -6.6% | -4.2% |
| 30D | -4.9% | +18.8% | -23.7% | -17.1% |
| 3M | +0.4% | +26.7% | -26.4% | -17.2% |
| 6M | +32.5% | +62.2% | -29.6% | -10.0% |
| YTD | +53.7% | +48.5% | +5.2% | +8.4% |
| 1Y | +65.1% | +26.4% | +38.7% | +21.7% |
| 3Y | +98.4% | +159.4% | -61.0% | -24.5% |
| 5Y | -22.5% | +275.8% | -298.3% | -77.0% |
| 10Y | +82.5% | +732.0% | -649.5% | -61.0% |
| All | +128.4% | +485.4% | -357.0% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling