+35.7%
TNA vs S
+30.9%
+4.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.7% | +2.0% | +1.7% | +3.3% |
| 30D | +4.4% | -2.7% | +7.1% | +5.5% |
| 3M | -26.7% | -6.9% | -19.8% | -25.1% |
| 6M | -12.8% | +38.1% | -50.9% | -20.2% |
| YTD | +22.7% | +48.0% | -25.3% | +7.6% |
| 1Y | +35.7% | +34.5% | +1.2% | +23.0% |
| All | +35.7% | +30.9% | +4.8% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling