+1,100.7%
TNA vs RL
+1,333.7%
-233.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.0% | +4.3% |
| 7D | -2.1% | -4.4% | +2.2% | +3.7% |
| 30D | +3.1% | +5.6% | -2.5% | -2.6% |
| 3M | -20.2% | -0.6% | -19.5% | -19.8% |
| 6M | -10.0% | +15.5% | -25.5% | -26.2% |
| YTD | +30.3% | +12.3% | +18.0% | +9.9% |
| 1Y | +31.1% | +19.3% | +11.8% | +3.1% |
| 3Y | +149.4% | +255.5% | -106.2% | -46.1% |
| 5Y | -42.5% | +247.1% | -289.5% | -86.1% |
| 10Y | +46.7% | +346.0% | -299.3% | -74.4% |
| All | +1,100.7% | +1,333.7% | -233.0% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling