+74.7%
TNA vs Z
-6.2%
+80.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.3% | -1.2% |
| 7D | -7.6% | -11.6% | +4.0% | -0.2% |
| 30D | -13.6% | -8.5% | -5.2% | -9.5% |
| 3M | +2.8% | -7.9% | +10.7% | +5.1% |
| 6M | +34.5% | -29.1% | +63.6% | +61.9% |
| YTD | +41.0% | -54.2% | +95.2% | +121.4% |
| 1Y | +52.0% | -63.5% | +115.6% | +175.7% |
| 3Y | +103.5% | -38.6% | +142.1% | +158.4% |
| 5Y | -22.5% | -66.0% | +43.4% | +29.9% |
| All | +74.7% | -6.2% | +80.9% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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