-22.5%
TNA vs AME
+82.6%
-105.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -1.3% |
| 7D | -7.6% | 0.0% | -7.6% | -7.6% |
| 30D | -13.6% | -8.6% | -5.0% | +2.8% |
| 3M | +2.8% | +5.8% | -2.9% | -8.7% |
| 6M | +34.5% | +3.8% | +30.7% | +24.7% |
| YTD | +41.0% | +14.4% | +26.6% | +7.4% |
| 1Y | +52.0% | +25.8% | +26.2% | -5.5% |
| 3Y | +103.5% | +55.2% | +48.3% | -17.0% |
| 5Y | -22.5% | +85.5% | -108.1% | -76.4% |
| All | -22.5% | +82.6% | -105.1% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling