+102.5%
TNA vs RUN
-38.5%
+141.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.5% |
| 7D | -7.6% | -3.4% | -4.2% | -6.7% |
| 30D | -13.6% | -14.0% | +0.3% | -10.1% |
| 3M | +2.8% | -27.5% | +30.3% | +11.3% |
| 6M | +34.5% | -29.0% | +63.5% | +46.0% |
| YTD | +41.0% | -53.1% | +94.1% | +64.9% |
| 1Y | +52.0% | -46.7% | +98.7% | +71.0% |
| All | +102.5% | -38.5% | +141.0% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling