+92.6%
TNA vs P
+504.9%
-412.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.3% | +3.3% | +5.7% |
| 7D | +2.3% | -9.6% | +11.9% | +8.8% |
| 30D | +1.4% | -33.4% | +34.8% | +28.2% |
| 3M | -21.1% | +14.2% | -35.3% | -32.0% |
| 6M | -9.4% | +31.6% | -41.0% | -32.0% |
| YTD | +29.6% | +53.5% | -23.8% | -13.9% |
| 1Y | +34.6% | +14.2% | +20.4% | +2.6% |
| 3Y | +155.9% | +190.5% | -34.6% | -13.6% |
| 5Y | -44.2% | +256.3% | -300.5% | -83.5% |
| 10Y | +63.7% | +707.9% | -644.1% | -66.5% |
| All | +92.6% | +504.9% | -412.3% | -61.4% |
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