+65.9%
EW vs TNA
+138.6%
-72.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +4.9% | +3.7% | +1.2% | +4.5% |
| 30D | +23.9% | +4.4% | +19.6% | +23.2% |
| 3M | +15.8% | -26.7% | +42.4% | +19.1% |
| 6M | +31.7% | -12.8% | +44.5% | +32.6% |
| YTD | +25.7% | +22.7% | +3.0% | +21.7% |
| 1Y | +24.4% | +35.7% | -11.2% | +19.2% |
| 3Y | +65.9% | +134.6% | -68.7% | +42.3% |
| All | +65.9% | +138.6% | -72.7% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling