+45.8%
TNA vs ACI
-32.3%
+78.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | +1.3% |
| 7D | -7.3% | -3.7% | -3.5% | -7.5% |
| 30D | -14.2% | +0.6% | -14.8% | -14.1% |
| 3M | -4.6% | -20.3% | +15.8% | -6.1% |
| 6M | +36.9% | -24.7% | +61.6% | +33.0% |
| YTD | +42.5% | -27.2% | +69.8% | +37.6% |
| 1Y | +45.8% | -32.7% | +78.5% | +37.5% |
| All | +45.8% | -32.3% | +78.1% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling