+76.5%
TNA vs WING
+407.7%
-331.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.0% | -4.9% | -2.3% |
| 7D | -7.3% | +7.2% | -14.5% | -11.0% |
| 30D | -14.2% | +4.8% | -19.0% | -17.5% |
| 3M | -4.6% | -23.7% | +19.1% | +7.8% |
| 6M | +36.9% | -43.6% | +80.5% | +79.6% |
| YTD | +42.5% | -50.6% | +93.1% | +95.2% |
| 1Y | +45.8% | -57.0% | +102.8% | +112.8% |
| 3Y | +104.7% | -28.3% | +132.9% | +79.1% |
| 5Y | -21.7% | -32.4% | +10.7% | -32.7% |
| All | +76.5% | +407.7% | -331.2% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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