+76.5%
TNA vs EME
+1,362.1%
-1,285.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | -4.5% |
| 7D | -7.3% | +3.5% | -10.8% | -11.6% |
| 30D | -14.2% | -6.3% | -7.8% | -7.7% |
| 3M | -4.6% | -3.8% | -0.8% | -6.3% |
| 6M | +36.9% | +8.5% | +28.4% | +14.4% |
| YTD | +42.5% | +27.8% | +14.7% | -6.5% |
| 1Y | +45.8% | +22.2% | +23.5% | -3.7% |
| 3Y | +104.7% | +253.5% | -148.8% | -75.8% |
| 5Y | -21.7% | +578.6% | -600.3% | -96.4% |
| All | +76.5% | +1,362.1% | -1,285.6% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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