+195.5%
W vs TNA
+96.3%
+99.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | +0.2% |
| 7D | -1.7% | +7.7% | -9.4% | -5.9% |
| 30D | +3.2% | -0.7% | +3.9% | +3.3% |
| 3M | +8.3% | -25.4% | +33.7% | +26.7% |
| 6M | +84.3% | -11.8% | +96.1% | +98.9% |
| YTD | +11.0% | +23.9% | -12.9% | -2.5% |
| 1Y | -0.2% | +25.6% | -25.8% | -14.0% |
| 3Y | +157.9% | +137.1% | +20.8% | +51.9% |
| 5Y | -56.8% | -45.4% | -11.4% | -48.5% |
| 10Y | +212.2% | +39.5% | +172.7% | +76.4% |
| All | +195.5% | +96.3% | +99.2% | +39.9% |
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