+76.5%
TNA vs EAT
+374.9%
-298.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.8% |
| 7D | -7.3% | -7.7% | +0.4% | -2.1% |
| 30D | -14.2% | -13.6% | -0.6% | -5.8% |
| 3M | -4.6% | +33.9% | -38.4% | -23.8% |
| 6M | +36.9% | +47.2% | -10.3% | -0.4% |
| YTD | +42.5% | +48.1% | -5.5% | +2.5% |
| 1Y | +45.8% | +33.7% | +12.1% | +9.5% |
| 3Y | +104.7% | +595.8% | -491.1% | -54.5% |
| 5Y | -21.7% | +314.4% | -336.1% | -75.5% |
| All | +76.5% | +374.9% | -298.4% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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