+604.5%
XYZ vs TNA
+74.0%
+530.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | +1.2% |
| 7D | -3.7% | -3.6% | -0.1% | -2.0% |
| 30D | +0.5% | -10.1% | +10.6% | +5.9% |
| 3M | +16.3% | +2.7% | +13.6% | +14.0% |
| 6M | +21.1% | +38.4% | -17.3% | +0.8% |
| YTD | +22.0% | +45.4% | -23.4% | -2.2% |
| 1Y | +5.2% | +55.9% | -50.8% | -20.1% |
| 3Y | +49.6% | +109.8% | -60.2% | -13.8% |
| 5Y | -68.4% | -22.5% | -45.9% | -71.8% |
| 10Y | +604.5% | +87.5% | +517.0% | +290.9% |
| All | +604.5% | +74.0% | +530.5% | +290.9% |
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 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