-61.6%
XYZ vs TNA
-44.7%
-16.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.6% | -6.0% | -2.0% |
| 7D | +14.9% | +2.3% | +12.6% | +12.8% |
| 30D | +14.7% | +1.4% | +13.3% | +12.7% |
| 3M | +12.1% | -21.1% | +33.2% | +27.2% |
| 6M | +18.3% | -9.4% | +27.7% | +21.6% |
| YTD | +36.1% | +29.6% | +6.4% | +9.7% |
| 1Y | +35.3% | +34.6% | +0.7% | +5.3% |
| 3Y | +73.5% | +155.9% | -82.4% | -30.6% |
| 5Y | -61.6% | -44.2% | -17.5% | -64.0% |
| All | -61.6% | -44.7% | -16.9% | -64.0% |
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