+1,239.7%
TNA vs EFX
+776.4%
+463.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -1.2% |
| 7D | -3.6% | -9.4% | +5.8% | +10.1% |
| 30D | -10.1% | -6.9% | -3.2% | -2.7% |
| 3M | +2.7% | +0.1% | +2.6% | -6.9% |
| 6M | +38.4% | -17.3% | +55.7% | +59.7% |
| YTD | +45.4% | -21.8% | +67.3% | +72.0% |
| 1Y | +55.9% | -32.5% | +88.5% | +127.4% |
| 3Y | +109.8% | -12.3% | +122.2% | +91.9% |
| 5Y | -22.5% | -36.6% | +14.1% | +26.9% |
| 10Y | +87.5% | +41.0% | +46.5% | -36.2% |
| All | +1,239.7% | +776.4% | +463.3% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling