+3,847.4%
ANET vs TNA
+86.1%
+3,761.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.3% |
| 7D | +3.0% | -7.3% | +10.3% | +5.4% |
| 30D | -5.2% | -14.2% | +9.0% | -0.7% |
| 3M | +27.6% | -4.6% | +32.2% | +29.4% |
| 6M | +44.4% | +36.9% | +7.5% | +29.8% |
| YTD | +52.3% | +42.5% | +9.8% | +34.7% |
| 1Y | +30.4% | +45.8% | -15.4% | +13.2% |
| 3Y | +313.3% | +104.7% | +208.6% | +198.7% |
| 5Y | +810.0% | -21.7% | +831.7% | +688.1% |
| All | +3,847.4% | +86.1% | +3,761.3% | +2,113.9% |
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