+76.5%
TNA vs RUN
+42.2%
+34.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -7.3% | -3.7% | -3.6% | -5.8% |
| 30D | -14.2% | -13.0% | -1.2% | -9.1% |
| 3M | -4.6% | -31.8% | +27.2% | +10.7% |
| 6M | +36.9% | -32.2% | +69.2% | +57.9% |
| YTD | +42.5% | -53.5% | +96.0% | +82.0% |
| 1Y | +45.8% | -46.5% | +92.3% | +71.6% |
| 3Y | +104.7% | -37.6% | +142.3% | +32.8% |
| 5Y | -21.7% | -80.9% | +59.2% | -17.0% |
| All | +76.5% | +42.2% | +34.3% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling