+821.6%
ACN vs TNA
+990.0%
-168.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -4.8% | +4.1% | -8.9% | -5.6% |
| 30D | +1.9% | -7.6% | +9.5% | +3.6% |
| 3M | +3.9% | +8.1% | -4.2% | +1.1% |
| 6M | -15.0% | +49.0% | -64.0% | -24.1% |
| YTD | -31.9% | +51.7% | -83.6% | -39.7% |
| 1Y | -28.5% | +59.6% | -88.1% | -38.0% |
| 3Y | -41.9% | +118.9% | -160.8% | -57.1% |
| 5Y | -42.9% | -19.2% | -23.7% | -51.3% |
| 10Y | +88.7% | +77.2% | +11.5% | +8.4% |
| All | +821.6% | +990.0% | -168.4% | +171.4% |
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 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