+1,124.0%
TTMI vs TNA
+86.1%
+1,037.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.9% |
| 7D | +0.7% | -7.3% | +7.9% | +3.6% |
| 30D | -8.4% | -14.2% | +5.7% | -3.0% |
| 3M | -32.5% | -4.6% | -27.9% | -30.8% |
| 6M | +32.5% | +36.9% | -4.4% | +19.8% |
| YTD | +83.2% | +42.5% | +40.7% | +63.7% |
| 1Y | +161.7% | +45.8% | +115.9% | +132.8% |
| 3Y | +890.1% | +104.7% | +785.5% | +627.6% |
| 5Y | +832.4% | -21.7% | +854.1% | +726.5% |
| All | +1,124.0% | +86.1% | +1,037.9% | +523.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling