+76.5%
TNA vs EL
+26.1%
+50.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.5% |
| 7D | -7.3% | -6.5% | -0.8% | -1.4% |
| 30D | -14.2% | +11.1% | -25.3% | -23.8% |
| 3M | -4.6% | +10.7% | -15.3% | -15.4% |
| 6M | +36.9% | +6.9% | +30.1% | +21.2% |
| YTD | +42.5% | -6.3% | +48.8% | +37.1% |
| 1Y | +45.8% | +13.5% | +32.3% | +14.2% |
| 3Y | +104.7% | -33.1% | +137.7% | +134.5% |
| 5Y | -21.7% | -68.8% | +47.1% | +149.5% |
| All | +76.5% | +26.1% | +50.4% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling