-23.0%
TNA vs EFX
-36.2%
+13.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.5% |
| 7D | -7.3% | -4.5% | -2.7% | -2.7% |
| 30D | -14.2% | -6.1% | -8.1% | -9.7% |
| 3M | -4.6% | +6.2% | -10.8% | -15.9% |
| 6M | +36.9% | -11.2% | +48.1% | +43.9% |
| YTD | +42.5% | -21.4% | +64.0% | +66.8% |
| 1Y | +45.8% | -34.3% | +80.1% | +112.6% |
| 3Y | +104.7% | -12.5% | +117.2% | +98.2% |
| All | -23.0% | -36.2% | +13.1% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 5y: compounded portfolio wealth divided by compounded EFX 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…
5y analysis · Full analysis span regression · 6 months rolling