-68.6%
XYZ vs TNA
-21.0%
-47.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.5% |
| 7D | +2.9% | +4.1% | -1.2% | +0.6% |
| 30D | +1.4% | -7.6% | +9.0% | +6.1% |
| 3M | +14.6% | +8.1% | +6.5% | +8.6% |
| 6M | +20.8% | +49.0% | -28.2% | -7.3% |
| YTD | +23.1% | +51.7% | -28.7% | -8.2% |
| 1Y | +5.6% | +59.6% | -54.0% | -25.5% |
| 3Y | +50.9% | +118.9% | -68.0% | -29.5% |
| 5Y | -68.6% | -19.2% | -49.4% | -75.4% |
| All | -68.6% | -21.0% | -47.6% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling