+1,239.7%
TNA vs ETR
+463.3%
+776.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -2.5% |
| 7D | -3.6% | +0.4% | -4.0% | -4.1% |
| 30D | -10.1% | +2.0% | -12.1% | -12.6% |
| 3M | +2.7% | -1.7% | +4.4% | +4.0% |
| 6M | +38.4% | +3.6% | +34.8% | +27.8% |
| YTD | +45.4% | +18.0% | +27.4% | +12.1% |
| 1Y | +55.9% | +26.2% | +29.7% | +10.1% |
| 3Y | +109.8% | +148.0% | -38.2% | -45.6% |
| 5Y | -22.5% | +126.1% | -148.6% | -77.6% |
| 10Y | +87.5% | +302.3% | -214.7% | -74.5% |
| All | +1,239.7% | +463.3% | +776.4% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling