+15.1%
EW vs TNA
+105.9%
-90.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.2% |
| 7D | -5.1% | -3.6% | -1.5% | -4.7% |
| 30D | -6.4% | -10.1% | +3.7% | -5.3% |
| 3M | -1.6% | +2.7% | -4.3% | -2.1% |
| 6M | +2.3% | +38.4% | -36.1% | -2.0% |
| YTD | +1.1% | +45.4% | -44.3% | -3.8% |
| 1Y | +8.0% | +55.9% | -48.0% | +1.4% |
| All | +15.1% | +105.9% | -90.8% | -4.6% |
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 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