+748.4%
TT vs TNA
+34.7%
+713.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +1.0% |
| 7D | +8.1% | +7.7% | +0.3% | +6.0% |
| 30D | -11.3% | -0.7% | -10.6% | -11.6% |
| 3M | -11.2% | -25.4% | +14.2% | -5.2% |
| 6M | -8.9% | -11.8% | +2.9% | -7.2% |
| YTD | +9.7% | +23.9% | -14.2% | +1.8% |
| 1Y | +1.3% | +25.6% | -24.3% | -6.8% |
| 3Y | +93.4% | +137.1% | -43.8% | +38.1% |
| 5Y | +133.5% | -45.4% | +179.0% | +119.0% |
| All | +748.4% | +34.7% | +713.7% | +375.8% |
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