-23.0%
TNA vs ETR
+122.3%
-145.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -7.3% | -1.8% | -5.5% | -5.8% |
| 30D | -14.2% | -1.8% | -12.4% | -13.0% |
| 3M | -4.6% | -3.6% | -1.0% | -2.0% |
| 6M | +36.9% | +2.6% | +34.3% | +31.4% |
| YTD | +42.5% | +16.0% | +26.5% | +21.7% |
| 1Y | +45.8% | +20.1% | +25.6% | +21.1% |
| 3Y | +104.7% | +143.6% | -38.9% | -16.0% |
| All | -23.0% | +122.3% | -145.3% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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