+239.1%
TPR vs TNA
-21.0%
+260.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.3% |
| 7D | -3.4% | +4.1% | -7.4% | -4.7% |
| 30D | -27.3% | -7.6% | -19.7% | -25.5% |
| 3M | -16.2% | +8.1% | -24.3% | -19.3% |
| 6M | -17.9% | +49.0% | -66.9% | -30.3% |
| YTD | -7.1% | +51.7% | -58.8% | -22.3% |
| 1Y | +13.6% | +59.6% | -46.0% | -7.7% |
| 3Y | +293.7% | +118.9% | +174.9% | +150.4% |
| 5Y | +239.1% | -19.2% | +258.3% | +183.3% |
| All | +239.1% | -21.0% | +260.1% | +183.3% |
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 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