-19.2%
TNA vs REPL
-52.9%
+33.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | +4.1% | -5.7% | +9.8% | +4.6% |
| 30D | -7.6% | +22.5% | -30.1% | -9.4% |
| 3M | +8.1% | +64.7% | -56.6% | -0.7% |
| 6M | +49.0% | +83.0% | -34.0% | +22.1% |
| YTD | +51.7% | +52.0% | -0.2% | +26.5% |
| 1Y | +59.6% | +144.5% | -84.9% | +15.7% |
| 3Y | +118.9% | -25.1% | +144.0% | +49.3% |
| All | -19.2% | -52.9% | +33.7% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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