+72.2%
TNA vs ESI
+198.2%
-126.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.3% |
| 7D | +3.7% | +5.5% | -1.8% | -1.3% |
| 30D | +4.4% | -7.8% | +12.1% | +12.2% |
| 3M | -26.7% | -15.0% | -11.7% | -15.8% |
| 6M | -12.8% | -24.9% | +12.1% | +10.3% |
| YTD | +22.7% | +33.2% | -10.6% | -13.4% |
| 1Y | +35.7% | +24.9% | +10.7% | +2.4% |
| 3Y | +134.6% | +77.8% | +56.8% | +38.3% |
| 5Y | -46.0% | +37.1% | -83.1% | -54.2% |
| 10Y | +38.0% | +320.5% | -282.5% | -38.0% |
| All | +72.2% | +198.2% | -126.0% | +1.5% |
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