+38.5%
TNA vs WAB
+46.5%
-8.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.2% |
| 7D | +2.4% | +4.5% | -2.1% | -2.4% |
| 30D | -0.9% | +1.1% | -2.0% | -2.2% |
| 3M | -19.2% | -1.3% | -18.0% | -18.3% |
| 6M | -0.8% | +12.7% | -13.6% | -16.6% |
| YTD | +33.2% | +38.7% | -5.5% | -26.1% |
| 1Y | +38.5% | +44.9% | -6.4% | -30.7% |
| All | +38.5% | +46.5% | -8.0% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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