-35.7%
U vs TNA
+103.7%
-139.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +3.9% |
| 7D | +5.5% | -7.3% | +12.8% | +10.1% |
| 30D | -1.3% | -14.2% | +12.9% | +7.3% |
| 3M | +64.6% | -4.6% | +69.1% | +67.6% |
| 6M | +119.4% | +36.9% | +82.4% | +74.9% |
| YTD | -0.5% | +42.5% | -43.0% | -22.4% |
| 1Y | +1.3% | +45.8% | -44.5% | -23.0% |
| 3Y | +15.6% | +104.7% | -89.0% | -37.7% |
| 5Y | -67.5% | -21.7% | -45.8% | -73.7% |
| All | -35.7% | +103.7% | -139.4% | -57.3% |
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