+45.8%
TNA vs WAB
+49.7%
-3.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | -0.2% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -14.2% | -4.1% | -10.1% | -9.8% |
| 3M | -4.6% | +8.2% | -12.7% | -16.2% |
| 6M | +36.9% | +15.4% | +21.5% | +7.2% |
| YTD | +42.5% | +33.1% | +9.4% | -12.8% |
| 1Y | +45.8% | +48.1% | -2.3% | -23.4% |
| All | +45.8% | +49.7% | -3.9% | -23.4% |
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