+59.6%
TNA vs PL
+131.1%
-71.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | +4.1% | -7.5% | +11.6% | +6.1% |
| 30D | -7.6% | -25.6% | +17.9% | -0.4% |
| 3M | +8.1% | -45.6% | +53.7% | +24.7% |
| 6M | +49.0% | -29.5% | +78.6% | +56.4% |
| YTD | +51.7% | -9.7% | +61.4% | +44.7% |
| 1Y | +59.6% | +84.4% | -24.8% | +22.2% |
| All | +59.6% | +131.1% | -71.5% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling