+124.0%
EW vs TNA
+84.1%
+39.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.3% |
| 7D | -3.4% | -7.6% | +4.2% | -1.8% |
| 30D | -7.4% | -13.6% | +6.3% | -4.6% |
| 3M | +0.9% | +2.8% | -1.9% | -0.3% |
| 6M | +1.2% | +34.5% | -33.3% | -6.5% |
| YTD | +1.8% | +41.0% | -39.2% | -7.4% |
| 1Y | +10.8% | +52.0% | -41.2% | -2.0% |
| 3Y | +17.1% | +103.5% | -86.3% | -12.6% |
| 5Y | -28.2% | -22.5% | -5.7% | -38.4% |
| All | +124.0% | +84.1% | +39.9% | +18.7% |
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