+76.5%
TNA vs ED
+108.5%
-32.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | -7.3% | -0.8% | -6.5% | -6.8% |
| 30D | -14.2% | -0.4% | -13.8% | -14.1% |
| 3M | -4.6% | +0.5% | -5.0% | -5.6% |
| 6M | +36.9% | -3.1% | +40.1% | +37.7% |
| YTD | +42.5% | +9.8% | +32.7% | +29.9% |
| 1Y | +45.8% | +12.6% | +33.2% | +28.9% |
| 3Y | +104.7% | +31.4% | +73.2% | +50.5% |
| 5Y | -21.7% | +69.4% | -91.1% | -53.2% |
| All | +76.5% | +108.5% | -32.0% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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