+108.8%
TNA vs ESI
+81.4%
+27.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -2.8% |
| 7D | -3.6% | +3.9% | -7.5% | -7.8% |
| 30D | -10.1% | -3.8% | -6.3% | -6.5% |
| 3M | +2.7% | -13.1% | +15.8% | +15.5% |
| 6M | +38.4% | +11.3% | +27.1% | +9.9% |
| YTD | +45.4% | +44.1% | +1.3% | -21.6% |
| 1Y | +55.9% | +40.3% | +15.6% | -12.4% |
| All | +108.8% | +81.4% | +27.4% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling