+1,297.6%
TNA vs EAT
+4,574.2%
-3,276.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | +1.2% |
| 7D | +4.1% | -4.9% | +9.0% | +7.9% |
| 30D | -7.6% | -1.2% | -6.4% | -8.1% |
| 3M | +8.1% | +52.2% | -44.2% | -23.3% |
| 6M | +49.0% | +65.0% | -16.0% | -3.8% |
| YTD | +51.7% | +55.0% | -3.3% | +1.8% |
| 1Y | +59.6% | +42.1% | +17.6% | +10.8% |
| 3Y | +118.9% | +614.7% | -495.8% | -58.9% |
| 5Y | -19.2% | +322.7% | -341.9% | -77.9% |
| 10Y | +77.2% | +382.0% | -304.8% | -62.5% |
| All | +1,297.6% | +4,574.2% | -3,276.6% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling