+137.0%
TT vs TNA
-43.2%
+180.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.5% |
| 7D | +0.8% | -0.5% | +1.3% | +0.7% |
| 30D | -11.8% | -0.7% | -11.1% | -12.0% |
| 3M | -11.6% | -21.5% | +9.9% | -6.9% |
| 6M | -9.3% | -11.2% | +1.9% | -7.8% |
| YTD | +8.9% | +27.0% | -18.1% | +0.9% |
| 1Y | -2.2% | +28.0% | -30.3% | -9.9% |
| 3Y | +91.9% | +142.9% | -51.0% | +38.0% |
| All | +137.0% | -43.2% | +180.2% | +109.2% |
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