+45.8%
TNA vs FDS
-27.2%
+73.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.0% |
| 7D | -7.3% | -14.0% | +6.7% | -8.2% |
| 30D | -14.2% | -6.2% | -7.9% | -14.4% |
| 3M | -4.6% | +10.2% | -14.7% | -3.2% |
| 6M | +36.9% | +27.4% | +9.5% | +38.3% |
| YTD | +42.5% | -9.3% | +51.8% | +45.8% |
| 1Y | +45.8% | -28.6% | +74.4% | +37.9% |
| All | +45.8% | -27.2% | +73.0% | +37.9% |
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