+1,199.2%
TNA vs AFL
+804.9%
+394.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.7% |
| 7D | -7.6% | -3.3% | -4.3% | -3.8% |
| 30D | -13.6% | -5.0% | -8.7% | -8.5% |
| 3M | +2.8% | -1.8% | +4.6% | +3.3% |
| 6M | +34.5% | +4.8% | +29.7% | +23.3% |
| YTD | +41.0% | +5.4% | +35.6% | +27.2% |
| 1Y | +52.0% | +9.0% | +43.0% | +30.5% |
| 3Y | +103.5% | +63.0% | +40.4% | +6.3% |
| 5Y | -22.5% | +134.5% | -157.0% | -71.6% |
| 10Y | +81.9% | +298.6% | -216.7% | -51.4% |
| All | +1,199.2% | +804.9% | +394.3% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling