+1,297.6%
TNA vs EL
+785.5%
+512.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | +1.0% |
| 7D | +4.1% | +1.7% | +2.4% | +2.1% |
| 30D | -7.6% | +15.5% | -23.1% | -23.7% |
| 3M | +8.1% | +20.6% | -12.5% | -15.5% |
| 6M | +49.0% | +10.5% | +38.5% | +22.0% |
| YTD | +51.7% | -1.9% | +53.6% | +34.7% |
| 1Y | +59.6% | +16.1% | +43.5% | +13.7% |
| 3Y | +118.9% | -30.2% | +149.1% | +123.7% |
| 5Y | -19.2% | -67.4% | +48.2% | +142.0% |
| 10Y | +77.2% | +31.2% | +46.0% | -20.0% |
| All | +1,297.6% | +785.5% | +512.1% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling