+76.5%
TNA vs AFL
+303.3%
-226.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | 0.0% |
| 7D | -7.3% | -1.6% | -5.6% | -5.0% |
| 30D | -14.2% | -4.0% | -10.1% | -9.3% |
| 3M | -4.6% | -0.5% | -4.1% | -6.0% |
| 6M | +36.9% | +6.5% | +30.4% | +19.5% |
| YTD | +42.5% | +6.2% | +36.4% | +23.3% |
| 1Y | +45.8% | +8.3% | +37.5% | +20.7% |
| 3Y | +104.7% | +62.5% | +42.1% | -13.2% |
| 5Y | -21.7% | +136.2% | -157.9% | -80.2% |
| All | +76.5% | +303.3% | -226.7% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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