+49.5%
EQT vs TNA
+84.1%
-34.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.3% |
| 7D | -1.2% | -7.6% | +6.4% | +0.7% |
| 30D | +1.1% | -13.6% | +14.7% | +4.6% |
| 3M | +4.8% | +2.8% | +2.0% | +3.1% |
| 6M | -10.6% | +34.5% | -45.1% | -19.2% |
| YTD | +3.4% | +41.0% | -37.6% | -8.6% |
| 1Y | +8.7% | +52.0% | -43.3% | -6.9% |
| 3Y | +35.0% | +103.5% | -68.5% | -3.4% |
| 5Y | +204.2% | -22.5% | +226.8% | +155.8% |
| All | +49.5% | +84.1% | -34.6% | -21.6% |
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 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