-45.3%
TNA vs ACI
-42.9%
-2.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.8% |
| 7D | +3.7% | +2.3% | +1.5% | +3.0% |
| 30D | +4.4% | +1.2% | +3.1% | +3.8% |
| 3M | -26.7% | +6.8% | -33.5% | -28.6% |
| 6M | -12.8% | -18.7% | +5.9% | -8.2% |
| YTD | +22.7% | -20.2% | +42.9% | +27.7% |
| 1Y | +35.7% | -23.7% | +59.4% | +44.6% |
| 3Y | +134.6% | -31.6% | +166.2% | +158.4% |
| All | -45.3% | -42.9% | -2.4% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling