+152.3%
W vs TNA
+84.1%
+68.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.4% | -0.9% |
| 7D | +0.5% | -7.6% | +8.1% | +5.1% |
| 30D | -5.6% | -13.6% | +8.1% | +2.7% |
| 3M | +41.9% | +2.8% | +39.1% | +40.9% |
| 6M | +30.2% | +34.5% | -4.3% | +9.3% |
| YTD | -2.9% | +41.0% | -44.0% | -21.3% |
| 1Y | +11.6% | +52.0% | -40.4% | -15.8% |
| 3Y | +37.0% | +103.5% | -66.5% | -15.9% |
| 5Y | -62.8% | -22.5% | -40.3% | -63.0% |
| All | +152.3% | +84.1% | +68.2% | +14.7% |
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