+102.5%
TNA vs AME
+54.6%
+47.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -1.6% |
| 7D | -7.6% | 0.0% | -7.6% | -7.6% |
| 30D | -13.6% | -8.6% | -5.0% | +0.6% |
| 3M | +2.8% | +5.8% | -2.9% | -7.1% |
| 6M | +34.5% | +3.8% | +30.7% | +26.5% |
| YTD | +41.0% | +14.4% | +26.6% | +12.1% |
| 1Y | +52.0% | +25.8% | +26.2% | +2.0% |
| All | +102.5% | +54.6% | +47.9% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling