+1,239.7%
TNA vs EFV
+356.3%
+883.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -1.7% |
| 7D | -3.6% | -0.5% | -3.1% | -2.2% |
| 30D | -10.1% | 0.0% | -10.1% | -10.0% |
| 3M | +2.7% | +8.4% | -5.7% | -17.2% |
| 6M | +38.4% | +12.3% | +26.1% | +3.7% |
| YTD | +45.4% | +17.4% | +28.0% | -3.1% |
| 1Y | +55.9% | +27.1% | +28.8% | -15.0% |
| 3Y | +109.8% | +90.7% | +19.1% | -56.4% |
| 5Y | -22.5% | +95.6% | -118.1% | -81.8% |
| 10Y | +87.5% | +165.3% | -77.7% | -63.4% |
| All | +1,239.7% | +356.3% | +883.4% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling