+172.6%
TTMI vs TNA
+70.0%
+102.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.3% |
| 7D | +5.9% | -0.1% | +5.9% | +5.9% |
| 30D | -4.3% | -4.9% | +0.6% | -0.2% |
| 3M | -32.0% | +0.4% | -32.4% | -31.6% |
| 6M | +19.5% | +32.5% | -13.1% | -4.3% |
| YTD | +82.0% | +53.7% | +28.3% | +30.1% |
| 1Y | +172.6% | +65.1% | +107.5% | +87.9% |
| All | +172.6% | +70.0% | +102.6% | +87.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling