+76.5%
TNA vs ESI
+312.8%
-236.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.5% |
| 7D | -7.3% | -4.6% | -2.6% | -1.7% |
| 30D | -14.2% | -10.5% | -3.7% | -2.0% |
| 3M | -4.6% | -19.8% | +15.2% | +20.4% |
| 6M | +36.9% | +5.8% | +31.1% | +17.2% |
| YTD | +42.5% | +38.3% | +4.2% | -16.3% |
| 1Y | +45.8% | +31.5% | +14.2% | -8.0% |
| 3Y | +104.7% | +80.7% | +24.0% | -8.5% |
| 5Y | -21.7% | +69.4% | -91.1% | -56.5% |
| All | +76.5% | +312.8% | -236.2% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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