+76.5%
TNA vs WAB
+296.8%
-220.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | -0.5% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -14.2% | -4.1% | -10.1% | -8.8% |
| 3M | -4.6% | +8.2% | -12.7% | -17.6% |
| 6M | +36.9% | +15.4% | +21.5% | +8.3% |
| YTD | +42.5% | +33.1% | +9.4% | -8.4% |
| 1Y | +45.8% | +48.1% | -2.3% | -19.0% |
| 3Y | +104.7% | +167.7% | -63.1% | -46.7% |
| 5Y | -21.7% | +225.7% | -247.4% | -81.8% |
| All | +76.5% | +296.8% | -220.3% | -68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling