+102.0%
TNA vs TLN
+571.8%
-469.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -1.8% |
| 7D | -7.6% | +2.0% | -9.6% | -8.5% |
| 30D | -13.6% | -12.9% | -0.7% | -8.1% |
| 3M | +2.8% | -7.4% | +10.3% | +4.9% |
| 6M | +34.5% | -6.0% | +40.5% | +35.9% |
| YTD | +41.0% | -16.9% | +57.9% | +48.6% |
| 1Y | +52.0% | -22.6% | +74.6% | +65.3% |
| 3Y | +103.5% | +469.0% | -365.6% | -16.5% |
| All | +102.0% | +571.8% | -469.8% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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