+293.7%
TPR vs TNA
+117.1%
+176.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.3% |
| 7D | -3.4% | +4.1% | -7.4% | -4.6% |
| 30D | -27.3% | -7.6% | -19.7% | -25.7% |
| 3M | -16.2% | +8.1% | -24.3% | -19.0% |
| 6M | -17.9% | +49.0% | -66.9% | -29.0% |
| YTD | -7.1% | +51.7% | -58.8% | -20.7% |
| 1Y | +13.6% | +59.6% | -46.0% | -5.4% |
| 3Y | +293.7% | +118.9% | +174.9% | +164.4% |
| All | +293.7% | +117.1% | +176.7% | +164.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling