+93.1%
ACN vs TNA
+86.1%
+7.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.1% |
| 7D | -1.5% | -7.3% | +5.8% | +0.2% |
| 30D | +2.1% | -14.2% | +16.3% | +5.5% |
| 3M | +11.1% | -4.6% | +15.7% | +11.2% |
| 6M | -6.8% | +36.9% | -43.8% | -15.7% |
| YTD | -30.0% | +42.5% | -72.6% | -37.6% |
| 1Y | -23.1% | +45.8% | -68.9% | -32.5% |
| 3Y | -40.4% | +104.7% | -145.0% | -56.3% |
| 5Y | -41.6% | -21.7% | -19.9% | -50.5% |
| All | +93.1% | +86.1% | +7.0% | +11.4% |
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 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