+44.2%
TNA vs ROP
-23.7%
+68.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -3.0% |
| 7D | -7.6% | -8.0% | +0.4% | -7.5% |
| 30D | -13.6% | -2.7% | -10.9% | -13.6% |
| 3M | +2.8% | +16.6% | -13.8% | +1.2% |
| 6M | +34.5% | +10.4% | +24.1% | +34.3% |
| YTD | +41.0% | -12.1% | +53.1% | +50.1% |
| All | +44.2% | -23.7% | +68.0% | +62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling