+76.5%
TNA vs QSR
+135.2%
-58.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.3% |
| 7D | -7.3% | -4.0% | -3.3% | -2.4% |
| 30D | -14.2% | +2.8% | -16.9% | -17.4% |
| 3M | -4.6% | +5.1% | -9.7% | -12.2% |
| 6M | +36.9% | +8.8% | +28.1% | +18.2% |
| YTD | +42.5% | +14.8% | +27.7% | +12.8% |
| 1Y | +45.8% | +25.7% | +20.0% | +1.5% |
| 3Y | +104.7% | +27.5% | +77.1% | +38.0% |
| 5Y | -21.7% | +41.3% | -63.0% | -50.8% |
| All | +76.5% | +135.2% | -58.6% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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