+890.1%
TTMI vs TNA
+101.9%
+788.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.8% |
| 7D | +0.7% | -7.3% | +7.9% | +4.7% |
| 30D | -8.4% | -14.2% | +5.7% | -0.7% |
| 3M | -32.5% | -4.6% | -27.9% | -30.1% |
| 6M | +32.5% | +36.9% | -4.4% | +15.3% |
| YTD | +83.2% | +42.5% | +40.7% | +56.8% |
| 1Y | +161.7% | +45.8% | +115.9% | +122.5% |
| 3Y | +890.1% | +104.7% | +785.5% | +544.6% |
| All | +890.1% | +101.9% | +788.3% | +544.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling