+1,029.9%
TNA vs FDS
+1,037.3%
-7.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.4% |
| 7D | +3.7% | +1.5% | +2.3% | +1.7% |
| 30D | +4.4% | +14.8% | -10.4% | -15.4% |
| 3M | -26.7% | +16.3% | -42.9% | -44.5% |
| 6M | -12.8% | +66.2% | -79.1% | -66.9% |
| YTD | +22.7% | +16.2% | +6.4% | -30.5% |
| 1Y | +35.7% | +21.8% | +13.8% | -30.8% |
| 3Y | +134.6% | -23.9% | +158.5% | +141.4% |
| 5Y | -46.0% | -23.1% | -22.9% | -41.3% |
| 10Y | +38.0% | +128.7% | -90.7% | -76.3% |
| All | +1,029.9% | +1,037.3% | -7.4% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling