+84.1%
F vs TNA
+74.0%
+10.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -2.5% |
| 7D | -4.9% | -3.6% | -1.3% | -3.7% |
| 30D | -2.9% | -10.1% | +7.2% | +0.6% |
| 3M | -9.1% | +2.7% | -11.8% | -10.4% |
| 6M | +12.9% | +38.4% | -25.5% | -0.5% |
| YTD | +6.1% | +45.4% | -39.4% | -8.8% |
| 1Y | +22.5% | +55.9% | -33.4% | +1.5% |
| 3Y | +32.1% | +109.8% | -77.8% | -12.3% |
| 5Y | +43.7% | -22.5% | +66.2% | +21.1% |
| 10Y | +84.1% | +87.5% | -3.4% | -14.1% |
| All | +84.1% | +74.0% | +10.1% | -14.1% |
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