-22.5%
TNA vs ROP
-16.6%
-6.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.5% |
| 7D | -7.6% | -8.0% | +0.4% | +2.3% |
| 30D | -13.6% | -2.7% | -10.9% | -11.3% |
| 3M | +2.8% | +16.6% | -13.8% | -20.7% |
| 6M | +34.5% | +10.4% | +24.1% | +8.8% |
| YTD | +41.0% | -12.1% | +53.1% | +59.3% |
| 1Y | +52.0% | -23.6% | +75.6% | +117.2% |
| 3Y | +103.5% | -19.3% | +122.8% | +176.6% |
| 5Y | -22.5% | -15.4% | -7.2% | -7.8% |
| All | -22.5% | -16.6% | -6.0% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling