+306.7%
TPR vs TNA
+74.0%
+232.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.9% | -1.6% |
| 7D | -7.3% | -3.6% | -3.7% | -5.9% |
| 30D | -30.7% | -10.1% | -20.7% | -28.0% |
| 3M | -21.6% | +2.7% | -24.3% | -23.3% |
| 6M | -21.3% | +38.4% | -59.7% | -32.7% |
| YTD | -10.2% | +45.4% | -55.6% | -25.4% |
| 1Y | +9.5% | +55.9% | -46.4% | -12.8% |
| 3Y | +280.8% | +109.8% | +171.0% | +131.7% |
| 5Y | +218.7% | -22.5% | +241.2% | +159.5% |
| 10Y | +306.7% | +87.5% | +219.1% | +71.3% |
| All | +306.7% | +74.0% | +232.6% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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