+1,297.6%
TNA vs WAB
+1,634.6%
-337.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -2.2% |
| 7D | +4.1% | +1.7% | +2.4% | +1.4% |
| 30D | -7.6% | -2.4% | -5.2% | -4.2% |
| 3M | +8.1% | +9.7% | -1.6% | -9.8% |
| 6M | +49.0% | +16.5% | +32.5% | +14.0% |
| YTD | +51.7% | +33.7% | +18.0% | -6.2% |
| 1Y | +59.6% | +49.7% | +9.9% | -16.3% |
| 3Y | +118.9% | +170.9% | -52.0% | -50.1% |
| 5Y | -19.2% | +228.0% | -247.2% | -83.9% |
| 10Y | +77.2% | +284.8% | -207.6% | -71.2% |
| All | +1,297.6% | +1,634.6% | -337.0% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling