+38.5%
TNA vs ET
+24.7%
+13.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +3.4% |
| 7D | +2.4% | -6.0% | +8.5% | +0.8% |
| 30D | -0.9% | -6.1% | +5.2% | -2.2% |
| 3M | -19.2% | -2.7% | -16.5% | -19.6% |
| 6M | -0.8% | +0.2% | -1.1% | -0.7% |
| YTD | +33.2% | +24.3% | +8.9% | +28.2% |
| 1Y | +38.5% | +26.4% | +12.1% | +32.0% |
| All | +38.5% | +24.7% | +13.8% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling