+6,356.0%
TT vs TNA
+781.2%
+5,574.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +4.0% | +3.7% | +0.3% | +2.8% |
| 30D | -11.3% | +4.4% | -15.7% | -12.9% |
| 3M | -12.3% | -26.7% | +14.4% | -4.8% |
| 6M | -10.8% | -12.8% | +2.0% | -8.7% |
| YTD | +8.2% | +22.7% | -14.5% | -1.0% |
| 1Y | +1.5% | +35.7% | -34.2% | -10.2% |
| 3Y | +91.5% | +134.6% | -43.1% | +28.0% |
| 5Y | +130.2% | -46.0% | +176.2% | +112.1% |
| 10Y | +727.9% | +38.0% | +689.9% | +305.2% |
| All | +6,356.0% | +781.2% | +5,574.8% | +807.8% |
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 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