-23.0%
TNA vs WAT
-3.5%
-19.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | -0.6% |
| 7D | -7.3% | -0.3% | -7.0% | -7.1% |
| 30D | -14.2% | -1.9% | -12.3% | -12.5% |
| 3M | -4.6% | +13.5% | -18.1% | -16.2% |
| 6M | +36.9% | +37.2% | -0.3% | -3.3% |
| YTD | +42.5% | +7.5% | +35.0% | +27.2% |
| 1Y | +45.8% | +35.0% | +10.8% | +0.5% |
| 3Y | +104.7% | +55.1% | +49.6% | +11.0% |
| All | -23.0% | -3.5% | -19.5% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling