+32.7%
TNA vs FDS
+127.7%
-95.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.3% |
| 7D | +3.7% | +1.5% | +2.3% | +2.2% |
| 30D | +4.4% | +14.8% | -10.4% | -10.7% |
| 3M | -26.7% | +16.3% | -42.9% | -40.0% |
| 6M | -12.8% | +66.2% | -79.1% | -57.8% |
| YTD | +22.7% | +16.2% | +6.4% | -15.7% |
| 1Y | +35.7% | +21.8% | +13.8% | -14.7% |
| 3Y | +134.6% | -23.9% | +158.5% | +178.0% |
| 5Y | -46.0% | -23.1% | -22.9% | -31.9% |
| All | +32.7% | +127.7% | -95.0% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling