+71.6%
TNA vs RUN
-29.4%
+101.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -2.8% |
| 7D | +4.1% | +10.2% | -6.1% | +0.1% |
| 30D | -7.6% | -9.6% | +2.0% | -4.1% |
| 3M | +8.1% | -31.5% | +39.6% | +23.8% |
| 6M | +49.0% | -18.7% | +67.7% | +58.1% |
| YTD | +51.7% | -49.9% | +101.6% | +85.4% |
| 1Y | +59.6% | -45.5% | +105.1% | +85.1% |
| 3Y | +118.9% | -34.1% | +153.0% | +49.2% |
| 5Y | -19.2% | -79.4% | +60.3% | -15.1% |
| 10Y | +77.2% | +48.9% | +28.3% | -16.0% |
| All | +71.6% | -29.4% | +101.0% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling