+37.3%
ANET vs TNA
+70.0%
-32.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -1.8% | -4.9% | +3.1% | 0.0% |
| 3M | +16.7% | +0.4% | +16.3% | +16.4% |
| 6M | +43.7% | +32.5% | +11.2% | +26.5% |
| YTD | +47.9% | +53.7% | -5.8% | +24.9% |
| 1Y | +37.3% | +65.1% | -27.8% | +14.4% |
| All | +37.3% | +70.0% | -32.7% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling