+104.7%
TNA vs EME
+252.2%
-147.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | -2.6% |
| 7D | -7.3% | +3.5% | -10.8% | -10.0% |
| 30D | -14.2% | -6.3% | -7.8% | -9.7% |
| 3M | -4.6% | -3.8% | -0.8% | -3.7% |
| 6M | +36.9% | +8.5% | +28.4% | +24.8% |
| YTD | +42.5% | +27.8% | +14.7% | +11.1% |
| 1Y | +45.8% | +22.2% | +23.5% | +14.4% |
| 3Y | +104.7% | +253.5% | -148.8% | -47.3% |
| All | +104.7% | +252.2% | -147.6% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling