+38.5%
TNA vs EFV
+25.8%
+12.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | -3.2% |
| 7D | +2.4% | +2.9% | -0.5% | -4.4% |
| 30D | -0.9% | +3.6% | -4.5% | -9.0% |
| 3M | -19.2% | -0.1% | -19.1% | -18.7% |
| 6M | -0.8% | +9.6% | -10.5% | -20.2% |
| YTD | +33.2% | +17.0% | +16.2% | -14.1% |
| 1Y | +38.5% | +25.7% | +12.9% | -30.1% |
| All | +38.5% | +25.8% | +12.7% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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