+203.5%
TNA vs ACI
+25.9%
+177.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.1% | +0.2% | -0.2% | -0.1% |
| 30D | -4.9% | +5.9% | -10.8% | -6.7% |
| 3M | +0.4% | -19.8% | +20.2% | +5.8% |
| 6M | +32.5% | -24.7% | +57.3% | +41.2% |
| YTD | +53.7% | -24.4% | +78.1% | +62.7% |
| 1Y | +65.1% | -31.5% | +96.6% | +81.0% |
| 3Y | +98.4% | -38.7% | +137.1% | +125.1% |
| 5Y | -22.5% | -42.8% | +20.3% | -12.6% |
| All | +203.5% | +25.9% | +177.6% | +186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling