+1,199.2%
TNA vs ET
+1,750.3%
-551.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.2% |
| 7D | -7.6% | +1.4% | -8.9% | -8.6% |
| 30D | -13.6% | +4.6% | -18.2% | -16.8% |
| 3M | +2.8% | +16.0% | -13.2% | -9.5% |
| 6M | +34.5% | +22.8% | +11.7% | +12.1% |
| YTD | +41.0% | +38.9% | +2.2% | +6.5% |
| 1Y | +52.0% | +34.1% | +17.9% | +18.0% |
| 3Y | +103.5% | +98.8% | +4.7% | +22.3% |
| 5Y | -22.5% | +246.8% | -269.4% | -67.5% |
| 10Y | +81.9% | +174.4% | -92.5% | -5.3% |
| All | +1,199.2% | +1,750.3% | -551.2% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling