+76.5%
TNA vs AME
+445.1%
-368.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | -5.3% |
| 7D | -7.3% | +1.7% | -9.0% | -10.5% |
| 30D | -14.2% | -6.4% | -7.7% | -2.7% |
| 3M | -4.6% | +7.1% | -11.6% | -17.5% |
| 6M | +36.9% | +8.2% | +28.8% | +17.1% |
| YTD | +42.5% | +18.2% | +24.4% | +2.3% |
| 1Y | +45.8% | +26.7% | +19.0% | -9.9% |
| 3Y | +104.7% | +60.7% | +44.0% | -17.5% |
| 5Y | -21.7% | +91.6% | -113.3% | -74.3% |
| All | +76.5% | +445.1% | -368.5% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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