+38.5%
TNA vs RSG
+19.5%
+19.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.9% |
| 7D | +2.4% | +5.1% | -2.7% | +5.2% |
| 30D | -0.9% | +15.3% | -16.2% | +7.1% |
| 3M | -19.2% | +18.6% | -37.8% | -11.1% |
| 6M | -0.8% | +19.5% | -20.4% | +9.9% |
| YTD | +33.2% | +17.2% | +16.0% | +45.2% |
| 1Y | +38.5% | +19.6% | +19.0% | +49.4% |
| All | +38.5% | +19.5% | +19.0% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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