+181.5%
TNA vs ACI
+21.2%
+160.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | +0.1% |
| 7D | -7.3% | -3.7% | -3.5% | -6.2% |
| 30D | -14.2% | +0.6% | -14.8% | -14.4% |
| 3M | -4.6% | -20.3% | +15.8% | +0.8% |
| 6M | +36.9% | -24.7% | +61.6% | +45.7% |
| YTD | +42.5% | -27.2% | +69.8% | +52.6% |
| 1Y | +45.8% | -32.7% | +78.5% | +60.3% |
| 3Y | +104.7% | -43.9% | +148.6% | +139.6% |
| 5Y | -21.7% | -38.9% | +17.2% | -12.7% |
| All | +181.5% | +21.2% | +160.3% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling