+20.1%
W vs TNA
+70.0%
-49.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.1% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -7.6% | -4.9% | -2.7% | -4.8% |
| 3M | +37.2% | +0.4% | +36.8% | +37.7% |
| 6M | +26.3% | +32.5% | -6.2% | +8.7% |
| YTD | -1.0% | +53.7% | -54.7% | -18.8% |
| 1Y | +20.1% | +65.1% | -45.0% | -6.2% |
| All | +20.1% | +70.0% | -49.9% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling