-18.6%
TNA vs REPL
-6.0%
-12.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.0% |
| 7D | -0.1% | -3.0% | +2.9% | +0.3% |
| 30D | -4.9% | +27.1% | -32.0% | -8.6% |
| 3M | +0.4% | +52.4% | -52.0% | -13.0% |
| 6M | +32.5% | +107.4% | -74.9% | -9.9% |
| YTD | +53.7% | +54.7% | -1.0% | +10.1% |
| 1Y | +65.1% | +158.9% | -93.8% | -6.4% |
| 3Y | +98.4% | -23.7% | +122.2% | -6.8% |
| 5Y | -22.5% | -54.3% | +31.9% | -57.4% |
| All | -18.6% | -6.0% | -12.6% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling