+76.5%
TNA vs ROP
+135.6%
-59.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.3% | -4.6% | -2.7% | -0.4% |
| 30D | -14.2% | -1.7% | -12.5% | -12.7% |
| 3M | -4.6% | +17.1% | -21.6% | -30.3% |
| 6M | +36.9% | +10.9% | +26.1% | +4.9% |
| YTD | +42.5% | -12.1% | +54.6% | +54.2% |
| 1Y | +45.8% | -24.2% | +70.0% | +101.4% |
| 3Y | +104.7% | -20.4% | +125.0% | +174.6% |
| 5Y | -21.7% | -15.4% | -6.3% | +1.1% |
| All | +76.5% | +135.6% | -59.1% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling