+87.5%
U vs TNA
+138.6%
-51.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.3% | +5.7% |
| 7D | +2.6% | +3.7% | -1.2% | +0.2% |
| 30D | +27.6% | +4.4% | +23.2% | +22.0% |
| 3M | +15.3% | -26.7% | +42.0% | +31.6% |
| 6M | +96.4% | -12.8% | +109.2% | +102.0% |
| YTD | +19.6% | +22.7% | -3.1% | +1.2% |
| 1Y | +42.1% | +35.7% | +6.5% | +13.2% |
| 3Y | +87.5% | +134.6% | -47.0% | +1.4% |
| All | +87.5% | +138.6% | -51.0% | +1.4% |
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