+148.6%
TE vs TNA
+70.0%
+78.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.7% |
| 7D | -4.0% | -0.1% | -3.9% | -3.8% |
| 30D | -15.9% | -4.9% | -11.0% | -11.8% |
| 3M | -60.5% | +0.4% | -60.9% | -59.4% |
| 6M | -35.2% | +32.5% | -67.7% | -44.0% |
| YTD | -31.1% | +53.7% | -84.9% | -46.5% |
| 1Y | +148.6% | +65.1% | +83.5% | +108.1% |
| All | +148.6% | +70.0% | +78.7% | +108.1% |
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 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