-50.0%
TNA vs PL
+20.8%
-70.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.4% | -7.6% | -1.2% |
| 7D | -7.0% | -6.8% | -0.2% | -4.6% |
| 30D | -6.4% | -29.3% | +22.9% | +6.5% |
| 3M | -25.7% | -44.8% | +19.1% | -7.5% |
| 6M | -19.7% | -68.4% | +48.7% | +19.6% |
| YTD | +18.3% | -36.4% | +54.6% | +23.3% |
| 1Y | +24.6% | +0.7% | +23.8% | +3.5% |
| 3Y | +112.8% | +455.3% | -342.5% | -38.3% |
| All | -50.0% | +20.8% | -70.8% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling