+1,029.9%
TNA vs ED
+524.7%
+505.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -2.4% |
| 7D | +3.7% | +2.1% | +1.7% | +1.5% |
| 30D | +4.4% | +10.4% | -6.0% | -6.5% |
| 3M | -26.7% | +12.5% | -39.2% | -35.9% |
| 6M | -12.8% | +14.9% | -27.7% | -26.9% |
| YTD | +22.7% | +24.8% | -2.2% | -8.2% |
| 1Y | +35.7% | +23.8% | +11.8% | +1.6% |
| 3Y | +134.6% | +51.6% | +82.9% | +25.1% |
| 5Y | -46.0% | +86.4% | -132.4% | -78.1% |
| 10Y | +38.0% | +145.4% | -107.4% | -68.9% |
| All | +1,029.9% | +524.7% | +505.2% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling