-25.8%
ACN vs TNA
-46.7%
+20.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -3.8% | +3.7% | -7.6% | -4.7% |
| 30D | +16.5% | +4.4% | +12.1% | +14.8% |
| 3M | +41.5% | -26.7% | +68.1% | +49.3% |
| 6M | +60.1% | -12.8% | +72.9% | +60.7% |
| YTD | -3.9% | +22.7% | -26.6% | -11.9% |
| 1Y | +4.1% | +35.7% | -31.6% | -7.1% |
| 3Y | -15.9% | +134.6% | -150.4% | -41.2% |
| All | -25.8% | -46.7% | +20.9% | -34.6% |
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