+1,239.7%
TNA vs EME
+5,868.8%
-4,629.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -0.6% |
| 7D | -3.6% | +2.7% | -6.3% | -7.4% |
| 30D | -10.1% | -6.8% | -3.3% | -1.6% |
| 3M | +2.7% | -8.8% | +11.5% | +7.5% |
| 6M | +38.4% | +5.0% | +33.4% | +17.3% |
| YTD | +45.4% | +23.5% | +21.9% | -5.5% |
| 1Y | +55.9% | +21.3% | +34.6% | -2.2% |
| 3Y | +109.8% | +241.1% | -131.2% | -77.6% |
| 5Y | -22.5% | +549.2% | -571.7% | -96.8% |
| 10Y | +87.5% | +1,306.4% | -1,218.9% | -97.2% |
| All | +1,239.7% | +5,868.8% | -4,629.1% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling