+6,817.9%
TT vs TNA
+1,004.3%
+5,813.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -7.2% | -4.9% | -2.2% | -5.9% |
| 3M | -3.0% | +0.4% | -3.3% | -3.7% |
| 6M | +1.4% | +32.5% | -31.2% | -8.0% |
| YTD | +15.9% | +53.7% | -37.8% | +0.1% |
| 1Y | +9.4% | +65.1% | -55.7% | -8.6% |
| 3Y | +124.4% | +98.4% | +25.9% | +58.3% |
| 5Y | +138.0% | -22.5% | +160.5% | +96.8% |
| 10Y | +886.4% | +82.5% | +803.9% | +344.5% |
| All | +6,817.9% | +1,004.3% | +5,813.6% | +817.8% |
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