+1,029.9%
TNA vs TAP
+50.6%
+979.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.3% | -4.6% |
| 7D | +3.7% | +1.3% | +2.5% | +2.0% |
| 30D | +4.4% | +5.7% | -1.3% | -3.9% |
| 3M | -26.7% | -1.9% | -24.8% | -27.6% |
| 6M | -12.8% | +0.9% | -13.8% | -19.1% |
| YTD | +22.7% | -9.5% | +32.2% | +23.9% |
| 1Y | +35.7% | -9.0% | +44.6% | +35.2% |
| 3Y | +134.6% | -22.2% | +156.8% | +169.0% |
| 5Y | -46.0% | +1.2% | -47.2% | -56.9% |
| 10Y | +38.0% | -46.1% | +84.2% | +145.0% |
| All | +1,029.9% | +50.6% | +979.3% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling