+1,269.7%
TPR vs TNA
+1,004.3%
+265.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -23.0% | -4.9% | -18.1% | -21.9% |
| 3M | -12.5% | +0.4% | -12.8% | -13.7% |
| 6M | -21.4% | +32.5% | -54.0% | -30.5% |
| YTD | -3.5% | +53.7% | -57.2% | -19.8% |
| 1Y | +17.4% | +65.1% | -47.8% | -6.0% |
| 3Y | +291.3% | +98.4% | +192.8% | +160.6% |
| 5Y | +241.9% | -22.5% | +264.4% | +187.5% |
| 10Y | +322.7% | +82.5% | +240.1% | +109.2% |
| All | +1,269.7% | +1,004.3% | +265.4% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling