-25.6%
TNA vs PL
+84.9%
-110.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | -0.1% | -9.3% | +9.2% | +3.6% |
| 30D | -4.9% | -18.9% | +14.0% | +2.9% |
| 3M | +0.4% | -58.4% | +58.8% | +36.7% |
| 6M | +32.5% | -30.3% | +62.8% | +38.5% |
| YTD | +53.7% | -8.1% | +61.8% | +40.3% |
| 1Y | +65.1% | +180.5% | -115.4% | -15.4% |
| 3Y | +98.4% | +444.1% | -345.7% | -39.6% |
| 5Y | -22.5% | +83.0% | -105.5% | -67.8% |
| All | -25.6% | +84.9% | -110.5% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling