-23.0%
TNA vs TDY
+39.0%
-62.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | -1.0% |
| 7D | -7.3% | -1.1% | -6.1% | -5.4% |
| 30D | -14.2% | -12.0% | -2.1% | +6.6% |
| 3M | -4.6% | -3.2% | -1.4% | 0.0% |
| 6M | +36.9% | -7.9% | +44.8% | +58.2% |
| YTD | +42.5% | +18.2% | +24.3% | +4.6% |
| 1Y | +45.8% | +6.7% | +39.1% | +29.2% |
| 3Y | +104.7% | +47.5% | +57.1% | +6.7% |
| All | -23.0% | +39.0% | -62.1% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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