+108.8%
TNA vs ED
+34.3%
+74.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.2% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -10.1% | +1.9% | -12.0% | -9.8% |
| 3M | +2.7% | +1.9% | +0.8% | +2.8% |
| 6M | +38.4% | -2.3% | +40.7% | +38.4% |
| YTD | +45.4% | +10.9% | +34.5% | +44.6% |
| 1Y | +55.9% | +14.5% | +41.4% | +53.9% |
| All | +108.8% | +34.3% | +74.5% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling