+52.0%
TNA vs RL
+9.4%
+42.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.3% |
| 7D | -7.6% | -2.2% | -5.4% | -5.9% |
| 30D | -13.6% | -15.3% | +1.7% | -0.8% |
| 3M | +2.8% | -10.3% | +13.2% | +11.4% |
| 6M | +34.5% | -2.2% | +36.7% | +32.6% |
| YTD | +41.0% | -4.3% | +45.3% | +40.6% |
| 1Y | +52.0% | +8.9% | +43.1% | +28.8% |
| All | +52.0% | +9.4% | +42.7% | +28.8% |
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