+235.5%
TPR vs TNA
-46.2%
+281.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +1.1% |
| 7D | -1.1% | +7.7% | -8.9% | -3.9% |
| 30D | +15.1% | -0.7% | +15.8% | +14.0% |
| 3M | -13.4% | -25.4% | +12.0% | -5.7% |
| 6M | +1.4% | -11.8% | +13.2% | +2.7% |
| YTD | +4.8% | +23.9% | -19.2% | -7.1% |
| 1Y | +29.2% | +25.6% | +3.6% | +13.3% |
| 3Y | +403.7% | +137.1% | +266.6% | +207.8% |
| All | +235.5% | -46.2% | +281.6% | +222.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling