+149.3%
TNA vs RL
+257.6%
-108.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.0% | +4.0% |
| 7D | -2.1% | -4.4% | +2.2% | +2.9% |
| 30D | +3.1% | +5.6% | -2.5% | -1.6% |
| 3M | -20.2% | -0.6% | -19.5% | -19.5% |
| 6M | -10.0% | +15.5% | -25.5% | -23.8% |
| YTD | +30.3% | +12.3% | +18.0% | +13.1% |
| 1Y | +31.1% | +19.3% | +11.8% | +6.7% |
| All | +149.3% | +257.6% | -108.3% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling