-22.5%
TNA vs EL
-69.5%
+46.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -1.3% |
| 7D | -7.6% | -4.4% | -3.2% | -4.5% |
| 30D | -13.6% | +10.3% | -23.9% | -20.8% |
| 3M | +2.8% | +13.4% | -10.5% | -7.8% |
| 6M | +34.5% | +3.1% | +31.4% | +26.4% |
| YTD | +41.0% | -6.9% | +47.9% | +39.1% |
| 1Y | +52.0% | +11.9% | +40.1% | +27.8% |
| 3Y | +103.5% | -33.8% | +137.3% | +144.4% |
| 5Y | -22.5% | -69.0% | +46.4% | +160.8% |
| All | -22.5% | -69.5% | +46.9% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling