-8.2%
EW vs TNA
-46.7%
+38.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +4.9% | +3.7% | +1.2% | +4.1% |
| 30D | +23.9% | +4.4% | +19.6% | +22.6% |
| 3M | +15.8% | -26.7% | +42.4% | +21.6% |
| 6M | +31.7% | -12.8% | +44.5% | +33.2% |
| YTD | +25.7% | +22.7% | +3.0% | +18.3% |
| 1Y | +24.4% | +35.7% | -11.2% | +14.7% |
| 3Y | +65.9% | +134.6% | -68.7% | +20.8% |
| All | -8.2% | -46.7% | +38.5% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling