-26.7%
TNA vs S
-57.8%
+31.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.2% |
| 7D | +4.1% | -5.8% | +9.9% | +7.1% |
| 30D | -7.6% | -9.2% | +1.6% | -4.3% |
| 3M | +8.1% | +23.4% | -15.3% | -5.1% |
| 6M | +49.0% | +36.9% | +12.1% | +21.3% |
| YTD | +51.7% | +29.5% | +22.2% | +25.8% |
| 1Y | +59.6% | +5.4% | +54.2% | +46.9% |
| 3Y | +118.9% | +14.7% | +104.2% | +93.2% |
| 5Y | -19.2% | -71.5% | +52.4% | +3.8% |
| All | -26.7% | -57.8% | +31.1% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling