-48.5%
TE vs TNA
+0.1%
-48.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.3% | +11.3% | +10.5% |
| 7D | +18.2% | +4.1% | +14.2% | +16.3% |
| 30D | -13.5% | -7.6% | -5.9% | -10.6% |
| 3M | -44.6% | +8.1% | -52.7% | -45.5% |
| 6M | -24.7% | +49.0% | -73.7% | -34.1% |
| YTD | -24.3% | +51.7% | -76.0% | -33.8% |
| 1Y | +155.6% | +59.6% | +95.9% | +119.9% |
| 3Y | -18.3% | +118.9% | -137.1% | -34.5% |
| 5Y | -41.3% | -19.2% | -22.1% | -48.2% |
| All | -48.5% | +0.1% | -48.6% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling