+104.7%
TNA vs WSM
+230.1%
-125.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.2% |
| 7D | -7.3% | -0.5% | -6.7% | -6.9% |
| 30D | -14.2% | -7.7% | -6.5% | -8.6% |
| 3M | -4.6% | +3.8% | -8.3% | -7.6% |
| 6M | +36.9% | +22.7% | +14.3% | +16.8% |
| YTD | +42.5% | +28.0% | +14.5% | +18.4% |
| 1Y | +45.8% | +12.7% | +33.0% | +33.3% |
| 3Y | +104.7% | +231.3% | -126.6% | -12.9% |
| All | +104.7% | +230.1% | -125.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling