+93.7%
TNA vs P
+526.5%
-432.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.8% | -0.1% |
| 7D | -2.1% | -4.7% | +2.6% | +1.0% |
| 30D | +3.1% | -31.4% | +34.5% | +28.0% |
| 3M | -20.2% | -2.6% | -17.5% | -22.9% |
| 6M | -10.0% | +21.9% | -31.9% | -28.5% |
| YTD | +30.3% | +58.9% | -28.6% | -15.3% |
| 1Y | +31.1% | +21.7% | +9.4% | -4.0% |
| 3Y | +149.4% | +193.3% | -43.9% | -16.0% |
| 5Y | -42.5% | +275.1% | -317.6% | -83.6% |
| 10Y | +46.7% | +655.3% | -608.6% | -69.8% |
| All | +93.7% | +526.5% | -432.8% | -62.0% |
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