+1,239.7%
TNA vs TCOM
+721.3%
+518.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -2.1% |
| 7D | -3.6% | -10.2% | +6.6% | +2.9% |
| 30D | -10.1% | -16.8% | +6.8% | +0.5% |
| 3M | +2.7% | -16.7% | +19.4% | +12.5% |
| 6M | +38.4% | -27.1% | +65.5% | +65.2% |
| YTD | +45.4% | -45.5% | +90.9% | +103.2% |
| 1Y | +55.9% | -45.9% | +101.8% | +119.0% |
| 3Y | +109.8% | +9.8% | +100.1% | +67.6% |
| 5Y | -22.5% | +23.8% | -46.3% | -50.7% |
| 10Y | +87.5% | -10.8% | +98.3% | +46.5% |
| All | +1,239.7% | +721.3% | +518.4% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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