+32.1%
TNA vs Q
+79.8%
-47.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | -0.5% |
| 7D | -7.3% | +4.9% | -12.2% | -10.1% |
| 30D | -14.2% | -11.0% | -3.2% | -8.0% |
| 3M | -4.6% | -15.2% | +10.6% | +3.3% |
| 6M | +36.9% | +8.8% | +28.1% | +22.9% |
| YTD | +42.5% | +55.1% | -12.5% | +1.9% |
| All | +32.1% | +79.8% | -47.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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