-62.3%
W vs TNA
-22.1%
-40.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +3.2% |
| 7D | +5.9% | -3.6% | +9.5% | +8.7% |
| 30D | -3.0% | -10.1% | +7.0% | +4.6% |
| 3M | +40.3% | +2.7% | +37.6% | +38.9% |
| 6M | +32.2% | +38.4% | -6.2% | +2.6% |
| YTD | -0.3% | +45.4% | -45.7% | -26.4% |
| 1Y | +16.2% | +55.9% | -39.8% | -22.1% |
| 3Y | +40.7% | +109.8% | -69.1% | -34.4% |
| 5Y | -62.3% | -22.5% | -39.8% | -69.2% |
| All | -62.3% | -22.1% | -40.2% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling