+1,297.6%
TNA vs ROP
+963.3%
+334.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | +3.9% |
| 7D | +4.1% | -5.4% | +9.5% | +14.5% |
| 30D | -7.6% | -1.6% | -6.0% | -6.2% |
| 3M | +8.1% | +18.8% | -10.8% | -28.0% |
| 6M | +49.0% | +8.2% | +40.8% | +12.4% |
| YTD | +51.7% | -10.5% | +62.2% | +54.9% |
| 1Y | +59.6% | -23.7% | +83.4% | +118.5% |
| 3Y | +118.9% | -17.9% | +136.8% | +172.3% |
| 5Y | -19.2% | -15.3% | -3.8% | +1.3% |
| 10Y | +77.2% | +133.4% | -56.2% | -67.0% |
| All | +1,297.6% | +963.3% | +334.4% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling