-40.7%
TNA vs S
-51.7%
+11.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +3.7% | +2.0% | +1.7% | +2.9% |
| 30D | +4.4% | -2.7% | +7.1% | +5.9% |
| 3M | -26.7% | -6.9% | -19.8% | -25.7% |
| 6M | -12.8% | +38.1% | -50.9% | -29.0% |
| YTD | +22.7% | +48.0% | -25.3% | -6.0% |
| 1Y | +35.7% | +34.5% | +1.2% | +8.6% |
| 3Y | +134.6% | +38.3% | +96.3% | +86.3% |
| 5Y | -46.0% | -70.9% | +24.9% | -34.1% |
| All | -40.7% | -51.7% | +11.0% | -29.4% |
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