+108.8%
TNA vs TAP
-33.0%
+141.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | -3.6% | -5.1% | +1.5% | -0.9% |
| 30D | -10.1% | -8.4% | -1.6% | -6.0% |
| 3M | +2.7% | -3.9% | +6.6% | +3.8% |
| 6M | +38.4% | -14.4% | +52.8% | +49.3% |
| YTD | +45.4% | -14.7% | +60.2% | +53.9% |
| 1Y | +55.9% | -18.7% | +74.6% | +70.3% |
| All | +108.8% | -33.0% | +141.8% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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