-37.3%
TNA vs PL
+46.6%
-83.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +14.5% | -4.9% | +4.0% |
| 7D | +2.3% | +10.9% | -8.6% | -1.9% |
| 30D | +1.4% | -16.4% | +17.7% | +8.1% |
| 3M | -21.1% | -39.9% | +18.9% | -5.0% |
| 6M | -9.4% | -63.2% | +53.8% | +27.7% |
| YTD | +29.6% | -27.1% | +56.8% | +28.2% |
| 1Y | +34.6% | +12.2% | +22.4% | +7.4% |
| 3Y | +155.9% | +584.3% | -428.4% | -32.1% |
| 5Y | -44.2% | +37.0% | -81.1% | -74.4% |
| All | -37.3% | +46.6% | -83.9% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling