+76.5%
TNA vs WAT
+170.9%
-94.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | -0.8% |
| 7D | -7.3% | -0.3% | -7.0% | -7.0% |
| 30D | -14.2% | -1.9% | -12.3% | -12.3% |
| 3M | -4.6% | +13.5% | -18.1% | -18.0% |
| 6M | +36.9% | +37.2% | -0.3% | -8.6% |
| YTD | +42.5% | +7.5% | +35.0% | +23.7% |
| 1Y | +45.8% | +35.0% | +10.8% | -5.3% |
| 3Y | +104.7% | +55.1% | +49.6% | +2.4% |
| 5Y | -21.7% | -2.8% | -18.9% | -23.7% |
| All | +76.5% | +170.9% | -94.4% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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