+102.5%
TNA vs EL
-34.4%
+136.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -1.8% |
| 7D | -7.6% | -4.4% | -3.2% | -5.3% |
| 30D | -13.6% | +10.3% | -23.9% | -18.8% |
| 3M | +2.8% | +13.4% | -10.5% | -4.9% |
| 6M | +34.5% | +3.1% | +31.4% | +29.2% |
| YTD | +41.0% | -6.9% | +47.9% | +40.8% |
| 1Y | +52.0% | +11.9% | +40.1% | +35.3% |
| All | +102.5% | -34.4% | +136.9% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling