+108.8%
TNA vs FDS
-32.7%
+141.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.1% |
| 7D | -3.6% | -8.8% | +5.2% | -0.8% |
| 30D | -10.1% | -1.4% | -8.7% | -9.9% |
| 3M | +2.7% | +13.9% | -11.2% | -3.3% |
| 6M | +38.4% | +27.4% | +11.0% | +19.8% |
| YTD | +45.4% | -2.5% | +47.9% | +52.1% |
| 1Y | +55.9% | -23.8% | +79.7% | +107.0% |
| All | +108.8% | -32.7% | +141.5% | +210.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling