-43.5%
ACN vs TNA
-26.1%
-17.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.8% |
| 7D | -7.9% | -7.6% | -0.3% | -6.4% |
| 30D | -1.1% | -13.6% | +12.6% | +1.8% |
| 3M | +5.6% | +2.8% | +2.8% | +3.9% |
| 6M | -9.9% | +34.5% | -44.4% | -17.7% |
| YTD | -32.3% | +41.0% | -73.4% | -39.1% |
| 1Y | -25.3% | +52.0% | -77.3% | -34.6% |
| 3Y | -42.3% | +103.5% | -145.7% | -57.4% |
| 5Y | -43.5% | -22.5% | -20.9% | -53.6% |
| All | -43.5% | -26.1% | -17.4% | -53.6% |
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