+917.7%
TT vs TNA
+86.1%
+831.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | -1.2% | -7.3% | +6.1% | +0.6% |
| 30D | -7.3% | -14.2% | +6.9% | -3.9% |
| 3M | -3.6% | -4.6% | +1.0% | -2.8% |
| 6M | +2.8% | +36.9% | -34.1% | -5.9% |
| YTD | +14.5% | +42.5% | -28.0% | +3.2% |
| 1Y | +7.4% | +45.8% | -38.4% | -4.7% |
| 3Y | +116.2% | +104.7% | +11.6% | +60.7% |
| 5Y | +147.4% | -21.7% | +169.1% | +111.6% |
| All | +917.7% | +86.1% | +831.6% | +436.8% |
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