+163.6%
W vs TNA
+143.5%
+20.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | +37.2% | +0.4% | +36.8% | +37.9% |
| 6M | +26.3% | +32.5% | -6.2% | +7.7% |
| YTD | -1.0% | +53.7% | -54.7% | -22.5% |
| 1Y | +20.1% | +65.1% | -45.0% | -11.8% |
| 3Y | +37.8% | +98.4% | -60.7% | -11.6% |
| 5Y | -63.7% | -22.5% | -41.2% | -63.7% |
| 10Y | +156.3% | +82.5% | +73.8% | +26.6% |
| All | +163.6% | +143.5% | +20.1% | +11.2% |
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