+45.8%
TNA vs ED
+13.4%
+32.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +0.8% |
| 7D | -7.3% | -0.8% | -6.5% | -7.9% |
| 30D | -14.2% | -0.4% | -13.8% | -14.4% |
| 3M | -4.6% | +0.5% | -5.0% | -3.6% |
| 6M | +36.9% | -3.1% | +40.1% | +34.4% |
| YTD | +42.5% | +9.8% | +32.7% | +58.6% |
| 1Y | +45.8% | +12.6% | +33.2% | +63.1% |
| All | +45.8% | +13.4% | +32.3% | +63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling