+1,029.9%
TNA vs RL
+1,305.5%
-275.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | +0.3% |
| 7D | +3.7% | +2.6% | +1.1% | +0.9% |
| 30D | +4.4% | +2.9% | +1.4% | +1.6% |
| 3M | -26.7% | 0.0% | -26.7% | -26.7% |
| 6M | -12.8% | +17.1% | -29.9% | -29.7% |
| YTD | +22.7% | +10.1% | +12.5% | +5.8% |
| 1Y | +35.7% | +17.3% | +18.3% | +8.7% |
| 3Y | +134.6% | +249.3% | -114.8% | -48.3% |
| 5Y | -46.0% | +240.9% | -286.9% | -86.7% |
| 10Y | +38.0% | +337.3% | -299.2% | -75.4% |
| All | +1,029.9% | +1,305.5% | -275.5% | -79.2% |
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