-23.0%
TNA vs RSG
+89.9%
-112.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -7.3% | 0.0% | -7.3% | -7.3% |
| 30D | -14.2% | +4.0% | -18.1% | -16.9% |
| 3M | -4.6% | +7.4% | -11.9% | -11.4% |
| 6M | +36.9% | +0.1% | +36.8% | +33.4% |
| YTD | +42.5% | +6.0% | +36.5% | +29.9% |
| 1Y | +45.8% | -3.0% | +48.7% | +45.4% |
| 3Y | +104.7% | +56.5% | +48.2% | +8.2% |
| All | -23.0% | +89.9% | -112.9% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling