+10.7%
U vs TNA
+99.7%
-89.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | +0.5% |
| 7D | 0.0% | -7.6% | +7.6% | +4.0% |
| 30D | -4.1% | -13.6% | +9.5% | +3.1% |
| 3M | +57.8% | +2.8% | +55.0% | +53.9% |
| 6M | +103.5% | +34.5% | +69.0% | +67.3% |
| YTD | -4.8% | +41.0% | -45.8% | -23.4% |
| 1Y | -2.4% | +52.0% | -54.4% | -25.4% |
| All | +10.7% | +99.7% | -89.1% | -37.6% |
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