-22.5%
TNA vs RL
+233.3%
-255.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -0.4% |
| 7D | -3.6% | -0.3% | -3.3% | -3.4% |
| 30D | -10.1% | -17.5% | +7.5% | +11.3% |
| 3M | +2.7% | -14.0% | +16.7% | +19.9% |
| 6M | +38.4% | -2.0% | +40.4% | +36.4% |
| YTD | +45.4% | -4.6% | +50.0% | +47.3% |
| 1Y | +55.9% | +9.5% | +46.4% | +34.4% |
| 3Y | +109.8% | +200.5% | -90.7% | -49.2% |
| 5Y | -22.5% | +226.3% | -248.8% | -82.8% |
| All | -22.5% | +233.3% | -255.8% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling