+1,316.1%
TNA vs WAT
+957.3%
+358.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +2.1% |
| 7D | -0.1% | -1.3% | +1.2% | +1.7% |
| 30D | -4.9% | +2.3% | -7.3% | -7.8% |
| 3M | +0.4% | +8.7% | -8.4% | -10.9% |
| 6M | +32.5% | +28.3% | +4.2% | -9.8% |
| YTD | +53.7% | +7.8% | +45.9% | +28.1% |
| 1Y | +65.1% | +36.6% | +28.5% | -2.9% |
| 3Y | +98.4% | +45.7% | +52.8% | -5.1% |
| 5Y | -22.5% | -3.3% | -19.2% | -29.8% |
| 10Y | +82.5% | +162.1% | -79.6% | -62.1% |
| All | +1,316.1% | +957.3% | +358.8% | -55.7% |
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