+1,029.9%
TNA vs WAT
+1,088.7%
-58.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | +3.7% | +0.6% | +3.1% | +3.2% |
| 30D | +4.4% | +5.4% | -1.0% | -2.0% |
| 3M | -26.7% | +11.3% | -38.0% | -36.5% |
| 6M | -12.8% | +37.4% | -50.2% | -44.3% |
| YTD | +22.7% | +21.2% | +1.5% | -12.6% |
| 1Y | +35.7% | +21.3% | +14.3% | -3.3% |
| 3Y | +134.6% | +83.4% | +51.2% | -18.6% |
| 5Y | -46.0% | +29.0% | -75.0% | -67.3% |
| 10Y | +38.0% | +223.9% | -185.9% | -78.5% |
| All | +1,029.9% | +1,088.7% | -58.7% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling