+149.2%
TT vs TNA
-18.8%
+167.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +1.6% | +4.1% | -2.5% | +0.6% |
| 30D | -7.3% | -7.6% | +0.3% | -5.7% |
| 3M | -2.6% | +8.1% | -10.7% | -4.6% |
| 6M | +5.9% | +49.0% | -43.1% | -4.5% |
| YTD | +15.4% | +51.7% | -36.3% | +3.2% |
| 1Y | +8.2% | +59.6% | -51.4% | -5.3% |
| 3Y | +122.7% | +118.9% | +3.8% | +65.6% |
| All | +149.2% | -18.8% | +167.9% | +101.6% |
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 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