+52.5%
F vs TNA
+118.4%
-65.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.5% |
| 7D | +1.6% | -7.0% | +8.5% | +3.3% |
| 30D | +2.6% | -6.4% | +9.1% | +4.0% |
| 3M | -8.8% | -25.7% | +16.9% | -1.5% |
| 6M | +4.6% | -19.7% | +24.4% | +9.8% |
| YTD | -1.9% | +18.3% | -20.2% | -8.7% |
| 1Y | -0.8% | +24.6% | -25.3% | -9.4% |
| All | +52.5% | +118.4% | -65.9% | +1.4% |
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