+1,213.1%
TNA vs RRX
+644.8%
+568.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | -4.1% |
| 7D | -7.3% | -0.3% | -6.9% | -6.9% |
| 30D | -14.2% | -6.1% | -8.0% | -6.5% |
| 3M | -4.6% | -23.1% | +18.5% | +26.5% |
| 6M | +36.9% | -19.5% | +56.5% | +62.9% |
| YTD | +42.5% | +16.1% | +26.5% | -8.4% |
| 1Y | +45.8% | +12.9% | +32.8% | -4.2% |
| 3Y | +104.7% | +7.9% | +96.7% | +30.0% |
| 5Y | -21.7% | +19.1% | -40.8% | -54.9% |
| 10Y | +83.8% | +225.8% | -142.0% | -73.6% |
| All | +1,213.1% | +644.8% | +568.3% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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