-22.5%
TNA vs ED
+66.8%
-89.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -7.6% | -1.9% | -5.7% | -7.0% |
| 30D | -13.6% | +0.1% | -13.7% | -13.7% |
| 3M | +2.8% | 0.0% | +2.8% | +2.3% |
| 6M | +34.5% | -2.5% | +37.0% | +34.7% |
| YTD | +41.0% | +10.1% | +30.9% | +32.0% |
| 1Y | +52.0% | +13.6% | +38.4% | +38.5% |
| 3Y | +103.5% | +32.4% | +71.0% | +50.2% |
| 5Y | -22.5% | +69.9% | -92.4% | -44.9% |
| All | -22.5% | +66.8% | -89.3% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling