+137.0%
TNA vs S
+42.2%
+94.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.3% | +1.4% | -1.5% |
| 7D | +7.7% | +4.1% | +3.6% | +5.6% |
| 30D | -0.7% | -7.2% | +6.5% | +3.4% |
| 3M | -25.4% | 0.0% | -25.3% | -27.4% |
| 6M | -11.8% | +41.6% | -53.4% | -32.0% |
| YTD | +23.9% | +48.6% | -24.7% | -10.4% |
| 1Y | +25.6% | +30.0% | -4.5% | -1.2% |
| All | +137.0% | +42.2% | +94.9% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling