+9.3%
XYZ vs TNA
+70.0%
-60.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -1.7% | -4.9% | +3.2% | +0.2% |
| 3M | +16.7% | +0.4% | +16.4% | +15.9% |
| 6M | +26.9% | +32.5% | -5.7% | +11.8% |
| YTD | +27.1% | +53.7% | -26.6% | +4.9% |
| 1Y | +9.3% | +65.1% | -55.9% | -11.8% |
| All | +9.3% | +70.0% | -60.7% | -11.8% |
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