-31.9%
TNA vs S
-56.9%
+25.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -4.0% |
| 7D | -7.6% | +0.1% | -7.6% | -7.7% |
| 30D | -13.6% | -11.8% | -1.8% | -9.2% |
| 3M | +2.8% | +33.9% | -31.1% | -13.4% |
| 6M | +34.5% | +40.1% | -5.6% | +8.2% |
| YTD | +41.0% | +32.1% | +9.0% | +15.8% |
| 1Y | +52.0% | +11.0% | +41.0% | +36.1% |
| 3Y | +103.5% | +16.9% | +86.5% | +77.8% |
| 5Y | -22.5% | -68.9% | +46.4% | -2.0% |
| All | -31.9% | -56.9% | +25.1% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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