+74.7%
TNA vs FDS
+66.9%
+7.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.8% | +2.8% | +3.1% |
| 7D | -7.6% | -16.0% | +8.4% | +10.5% |
| 30D | -13.6% | -6.7% | -6.9% | -8.6% |
| 3M | +2.8% | +6.0% | -3.1% | -11.5% |
| 6M | +34.5% | +25.1% | +9.4% | -13.8% |
| YTD | +41.0% | -8.1% | +49.2% | +27.5% |
| 1Y | +52.0% | -26.0% | +78.0% | +74.5% |
| 3Y | +103.5% | -36.4% | +139.9% | +192.3% |
| 5Y | -22.5% | -27.7% | +5.2% | -1.5% |
| All | +74.7% | +66.9% | +7.8% | -12.8% |
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 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