+38.5%
TNA vs TRI
-22.4%
+60.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.4% | -2.0% | +4.5% |
| 7D | +2.4% | +1.0% | +1.4% | +2.4% |
| 30D | -0.9% | +20.8% | -21.7% | -0.6% |
| 3M | -19.2% | +8.1% | -27.3% | -19.1% |
| 6M | -0.8% | +24.2% | -25.0% | +1.6% |
| YTD | +33.2% | -7.8% | +41.0% | +55.3% |
| 1Y | +38.5% | -16.7% | +55.2% | +79.9% |
| All | +38.5% | -22.4% | +60.9% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling