+47.7%
XYZ vs TNA
+117.6%
-69.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.1% |
| 7D | -1.0% | -0.1% | -0.9% | -0.8% |
| 30D | -1.7% | -4.9% | +3.2% | +0.5% |
| 3M | +16.7% | +0.4% | +16.4% | +15.7% |
| 6M | +26.9% | +32.5% | -5.7% | +9.4% |
| YTD | +27.1% | +53.7% | -26.6% | +1.6% |
| 1Y | +9.3% | +65.1% | -55.9% | -16.8% |
| All | +47.7% | +117.6% | -69.9% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling