+332.3%
EQT vs TNA
+913.2%
-580.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.4% |
| 7D | -1.2% | -7.6% | +6.4% | +0.9% |
| 30D | +1.1% | -13.6% | +14.7% | +4.9% |
| 3M | +4.8% | +2.8% | +2.0% | +2.9% |
| 6M | -10.6% | +34.5% | -45.1% | -19.8% |
| YTD | +3.4% | +41.0% | -37.6% | -9.5% |
| 1Y | +8.7% | +52.0% | -43.3% | -8.1% |
| 3Y | +35.0% | +103.5% | -68.5% | -5.5% |
| 5Y | +204.2% | -22.5% | +226.8% | +152.7% |
| 10Y | +52.5% | +81.9% | -29.4% | -24.9% |
| All | +332.3% | +913.2% | -580.9% | -29.0% |
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