+21.3%
TFC vs TNA
+37.5%
-16.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +2.0% |
| 7D | +5.1% | +2.4% | +2.6% | +4.5% |
| 30D | +9.8% | -0.9% | +10.7% | +9.8% |
| 3M | -2.4% | -19.2% | +16.8% | +1.8% |
| 6M | +4.9% | -0.8% | +5.8% | +3.6% |
| YTD | +6.6% | +33.2% | -26.6% | -1.9% |
| 1Y | +21.3% | +38.5% | -17.2% | +10.5% |
| All | +21.3% | +37.5% | -16.2% | +10.5% |
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 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