-25.8%
TE vs TNA
+37.5%
-63.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.9% | -7.9% |
| 7D | +3.8% | +2.4% | +1.4% | +1.3% |
| 30D | -26.2% | -0.9% | -25.3% | -25.5% |
| 3M | -49.7% | -19.2% | -30.5% | -37.9% |
| 6M | -46.5% | -0.8% | -45.6% | -42.4% |
| YTD | -59.1% | +33.2% | -92.3% | -65.2% |
| 1Y | -25.8% | +38.5% | -64.3% | -39.4% |
| All | -25.8% | +37.5% | -63.3% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling