-22.5%
TNA vs ESI
+66.0%
-88.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | +2.9% |
| 7D | -7.6% | -2.3% | -5.3% | -4.9% |
| 30D | -13.6% | -9.0% | -4.6% | -3.0% |
| 3M | +2.8% | -13.3% | +16.1% | +17.0% |
| 6M | +34.5% | +5.3% | +29.2% | +11.6% |
| YTD | +41.0% | +37.6% | +3.4% | -24.2% |
| 1Y | +52.0% | +33.6% | +18.4% | -14.3% |
| 3Y | +103.5% | +75.8% | +27.7% | -23.1% |
| 5Y | -22.5% | +68.6% | -91.1% | -65.0% |
| All | -22.5% | +66.0% | -88.5% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling