+104.7%
TNA vs EFV
+90.2%
+14.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | -2.0% |
| 7D | -7.3% | -0.8% | -6.5% | -5.0% |
| 30D | -14.2% | +0.6% | -14.8% | -15.6% |
| 3M | -4.6% | +7.5% | -12.1% | -22.8% |
| 6M | +36.9% | +13.0% | +23.9% | -1.9% |
| YTD | +42.5% | +18.3% | +24.2% | -11.5% |
| 1Y | +45.8% | +26.7% | +19.0% | -25.6% |
| 3Y | +104.7% | +89.6% | +15.1% | -70.7% |
| All | +104.7% | +90.2% | +14.4% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling