+38.5%
TNA vs RL
+34.3%
+4.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.5% | -0.1% | +0.8% |
| 7D | +2.4% | +5.8% | -3.4% | -2.0% |
| 30D | -0.9% | +12.7% | -13.6% | -9.8% |
| 3M | -19.2% | +9.3% | -28.6% | -25.2% |
| 6M | -0.8% | +16.9% | -17.8% | -13.7% |
| YTD | +33.2% | +17.5% | +15.7% | +12.4% |
| 1Y | +38.5% | +34.6% | +3.9% | -8.3% |
| All | +38.5% | +34.3% | +4.2% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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