+115.8%
TNA vs ESI
+224.6%
-108.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -2.1% |
| 7D | -0.1% | +3.3% | -3.4% | -3.3% |
| 30D | -4.9% | -5.9% | +1.0% | +0.4% |
| 3M | +0.4% | -14.1% | +14.5% | +13.5% |
| 6M | +32.5% | +6.6% | +26.0% | +19.8% |
| YTD | +53.7% | +45.0% | +8.7% | +1.6% |
| 1Y | +65.1% | +41.5% | +23.7% | +13.1% |
| 3Y | +98.4% | +78.8% | +19.7% | +18.8% |
| 5Y | -22.5% | +70.9% | -93.4% | -45.2% |
| 10Y | +82.5% | +317.1% | -234.6% | -20.1% |
| All | +115.8% | +224.6% | -108.8% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling