+38.5%
TNA vs FDS
+31.1%
+7.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +4.6% |
| 7D | +2.4% | +9.4% | -7.0% | +2.9% |
| 30D | -0.9% | +23.8% | -24.7% | +0.3% |
| 3M | -19.2% | +25.1% | -44.4% | -18.0% |
| 6M | -0.8% | +53.8% | -54.6% | +2.9% |
| YTD | +33.2% | +19.6% | +13.6% | +41.3% |
| 1Y | +38.5% | +31.6% | +6.9% | +46.1% |
| All | +38.5% | +31.1% | +7.4% | +46.1% |
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