+1,297.6%
TNA vs ED
+459.0%
+838.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -2.3% |
| 7D | +4.1% | +0.5% | +3.5% | +3.5% |
| 30D | -7.6% | +1.1% | -8.7% | -8.9% |
| 3M | +8.1% | +4.6% | +3.4% | +1.4% |
| 6M | +49.0% | -2.0% | +51.0% | +47.9% |
| YTD | +51.7% | +11.7% | +40.0% | +28.7% |
| 1Y | +59.6% | +15.7% | +43.9% | +27.7% |
| 3Y | +118.9% | +34.4% | +84.5% | +33.9% |
| 5Y | -19.2% | +67.3% | -86.5% | -63.3% |
| 10Y | +77.2% | +104.0% | -26.8% | -48.8% |
| All | +1,297.6% | +459.0% | +838.6% | -80.0% |
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 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