+2,572.0%
TTMI vs TNA
+944.8%
+1,627.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -2.2% |
| 7D | +7.5% | -3.6% | +11.1% | +9.1% |
| 30D | -4.5% | -10.1% | +5.6% | -0.2% |
| 3M | -28.5% | +2.7% | -31.2% | -28.7% |
| 6M | +28.4% | +38.4% | -10.1% | +14.2% |
| YTD | +80.1% | +45.4% | +34.6% | +57.2% |
| 1Y | +161.0% | +55.9% | +105.1% | +122.2% |
| 3Y | +862.4% | +109.8% | +752.6% | +562.1% |
| 5Y | +812.9% | -22.5% | +835.4% | +694.2% |
| 10Y | +1,094.7% | +87.5% | +1,007.2% | +371.1% |
| All | +2,572.0% | +944.8% | +1,627.3% | +147.2% |
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