-23.0%
TNA vs AFL
+133.8%
-156.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.2% |
| 7D | -7.3% | -1.6% | -5.6% | -5.2% |
| 30D | -14.2% | -4.0% | -10.1% | -9.9% |
| 3M | -4.6% | -0.5% | -4.1% | -5.9% |
| 6M | +36.9% | +6.5% | +30.4% | +20.5% |
| YTD | +42.5% | +6.2% | +36.4% | +24.4% |
| 1Y | +45.8% | +8.3% | +37.5% | +21.9% |
| 3Y | +104.7% | +62.5% | +42.1% | -14.9% |
| All | -23.0% | +133.8% | -156.8% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling