-45.4%
TNA vs S
-70.0%
+24.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.3% | +1.4% | -1.6% |
| 7D | +7.7% | +4.1% | +3.6% | +5.7% |
| 30D | -0.7% | -7.2% | +6.5% | +3.3% |
| 3M | -25.4% | 0.0% | -25.3% | -27.4% |
| 6M | -11.8% | +41.6% | -53.4% | -30.4% |
| YTD | +23.9% | +48.6% | -24.7% | -7.3% |
| 1Y | +25.6% | +30.0% | -4.5% | +0.7% |
| 3Y | +137.1% | +42.2% | +95.0% | +80.3% |
| 5Y | -45.4% | -70.8% | +25.4% | -19.5% |
| All | -45.4% | -70.0% | +24.6% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling