+3,203.9%
V vs TNA
+1,004.3%
+2,199.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +2.0% | -4.9% | +6.9% | +2.9% |
| 3M | +17.4% | +0.4% | +17.0% | +16.2% |
| 6M | +17.5% | +32.5% | -15.0% | +7.9% |
| YTD | +7.6% | +53.7% | -46.1% | -5.0% |
| 1Y | +7.7% | +65.1% | -57.4% | -7.6% |
| 3Y | +54.7% | +98.4% | -43.8% | +15.5% |
| 5Y | +73.0% | -22.5% | +95.5% | +46.8% |
| 10Y | +390.9% | +82.5% | +308.3% | +166.6% |
| All | +3,203.9% | +1,004.3% | +2,199.5% | +681.2% |
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