-22.5%
TNA vs EAT
+308.2%
-330.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -7.6% | -6.2% | -1.4% | -3.5% |
| 30D | -13.6% | -3.0% | -10.6% | -12.8% |
| 3M | +2.8% | +45.6% | -42.8% | -23.0% |
| 6M | +34.5% | +53.5% | -19.0% | -6.0% |
| YTD | +41.0% | +49.6% | -8.6% | -0.4% |
| 1Y | +52.0% | +38.9% | +13.1% | +10.6% |
| 3Y | +103.5% | +589.7% | -486.2% | -62.9% |
| 5Y | -22.5% | +318.7% | -341.2% | -81.9% |
| All | -22.5% | +308.2% | -330.7% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling