-49.3%
TE vs TNA
-23.3%
-26.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.1% |
| 7D | +0.2% | -7.3% | +7.5% | +5.4% |
| 30D | -5.9% | -14.2% | +8.3% | +4.4% |
| 3M | -45.6% | -4.6% | -41.0% | -42.9% |
| 6M | -43.4% | +36.9% | -80.3% | -53.1% |
| YTD | -31.0% | +42.5% | -73.5% | -44.0% |
| 1Y | +145.2% | +45.8% | +99.4% | +95.3% |
| 3Y | -24.1% | +104.7% | -128.7% | -51.1% |
| All | -49.3% | -23.3% | -26.0% | -53.6% |
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