+484.0%
V vs TNA
+33.3%
+450.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +0.9% | +3.7% | -2.8% | 0.0% |
| 30D | +9.0% | +4.4% | +4.6% | +7.5% |
| 3M | +16.7% | -26.7% | +43.4% | +23.9% |
| 6M | +33.4% | -12.8% | +46.2% | +34.9% |
| YTD | +22.4% | +22.7% | -0.3% | +12.9% |
| 1Y | +27.7% | +35.7% | -8.0% | +14.7% |
| 3Y | +78.0% | +134.6% | -56.6% | +26.6% |
| 5Y | +108.5% | -46.0% | +154.5% | +93.8% |
| All | +484.0% | +33.3% | +450.7% | +221.5% |
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