+65.1%
TNA vs FDS
-17.4%
+82.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.5% |
| 7D | -0.1% | -1.9% | +1.8% | -0.2% |
| 30D | -4.9% | +9.0% | -13.9% | -4.3% |
| 3M | +0.4% | +18.9% | -18.5% | +2.3% |
| 6M | +32.5% | +35.1% | -2.6% | +35.4% |
| YTD | +53.7% | +5.5% | +48.2% | +59.5% |
| 1Y | +65.1% | -16.8% | +81.9% | +64.8% |
| All | +65.1% | -17.4% | +82.5% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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