+1,297.6%
TNA vs AME
+1,792.0%
-494.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.1% | +2.8% | +1.3% | -1.5% |
| 30D | -7.6% | -6.3% | -1.4% | +4.7% |
| 3M | +8.1% | +5.4% | +2.7% | -3.5% |
| 6M | +49.0% | +7.4% | +41.6% | +29.0% |
| YTD | +51.7% | +16.2% | +35.6% | +12.3% |
| 1Y | +59.6% | +26.8% | +32.8% | -2.0% |
| 3Y | +118.9% | +57.5% | +61.4% | -8.8% |
| 5Y | -19.2% | +84.8% | -104.0% | -71.6% |
| 10Y | +77.2% | +424.3% | -347.1% | -88.7% |
| All | +1,297.6% | +1,792.0% | -494.3% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling