-44.2%
TNA vs ALLE
+55.0%
-99.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.8% | +6.9% | +5.6% |
| 7D | +2.3% | -0.6% | +2.9% | +3.9% |
| 30D | +1.4% | +26.6% | -25.2% | -29.7% |
| 3M | -21.1% | +13.2% | -34.3% | -35.4% |
| 6M | -9.4% | +42.9% | -52.3% | -50.1% |
| YTD | +29.6% | +21.0% | +8.6% | -9.8% |
| 1Y | +34.6% | +15.2% | +19.5% | +2.3% |
| 3Y | +155.9% | +95.6% | +60.3% | -19.6% |
| 5Y | -44.2% | +53.4% | -97.6% | -71.6% |
| All | -44.2% | +55.0% | -99.2% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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