+104.7%
TNA vs WY
-24.8%
+129.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.7% |
| 7D | -7.3% | -4.2% | -3.1% | -2.1% |
| 30D | -14.2% | -10.1% | -4.1% | -2.1% |
| 3M | -4.6% | -8.5% | +3.9% | +3.9% |
| 6M | +36.9% | -3.3% | +40.3% | +38.1% |
| YTD | +42.5% | -4.4% | +46.9% | +42.1% |
| 1Y | +45.8% | -11.5% | +57.2% | +63.0% |
| 3Y | +104.7% | -24.3% | +129.0% | +197.4% |
| All | +104.7% | -24.8% | +129.4% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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