-23.0%
TNA vs TRI
-10.0%
-13.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.1% |
| 7D | -7.3% | -7.9% | +0.6% | -3.0% |
| 30D | -14.2% | -4.5% | -9.7% | -12.8% |
| 3M | -4.6% | +22.1% | -26.7% | -20.1% |
| 6M | +36.9% | -2.8% | +39.7% | +31.4% |
| YTD | +42.5% | -23.4% | +66.0% | +71.8% |
| 1Y | +45.8% | -41.5% | +87.3% | +145.4% |
| 3Y | +104.7% | -19.2% | +123.9% | +83.1% |
| All | -23.0% | -10.0% | -13.0% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling