+577.6%
XYZ vs TNA
+76.5%
+501.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.6% | -6.0% | -1.0% |
| 7D | +14.9% | +2.3% | +12.6% | +13.2% |
| 30D | +14.7% | +1.4% | +13.3% | +13.2% |
| 3M | +12.1% | -21.1% | +33.2% | +24.6% |
| 6M | +18.3% | -9.4% | +27.7% | +21.4% |
| YTD | +36.1% | +29.6% | +6.4% | +15.0% |
| 1Y | +35.3% | +34.6% | +0.7% | +11.3% |
| 3Y | +73.5% | +155.9% | -82.4% | -8.4% |
| 5Y | -61.6% | -44.2% | -17.5% | -60.4% |
| 10Y | +638.0% | +63.7% | +574.3% | +291.6% |
| All | +577.6% | +76.5% | +501.0% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling