+1,316.1%
TNA vs FDS
+932.2%
+383.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +5.6% |
| 7D | -0.1% | -1.9% | +1.8% | +2.2% |
| 30D | -4.9% | +9.0% | -13.9% | -17.4% |
| 3M | +0.4% | +18.9% | -18.5% | -30.6% |
| 6M | +32.5% | +35.1% | -2.6% | -33.6% |
| YTD | +53.7% | +5.5% | +48.2% | +4.8% |
| 1Y | +65.1% | -16.8% | +81.9% | +51.7% |
| 3Y | +98.4% | -28.1% | +126.5% | +130.4% |
| 5Y | -22.5% | -17.4% | -5.1% | -25.1% |
| 10Y | +82.5% | +85.4% | -2.9% | -53.5% |
| All | +1,316.1% | +932.2% | +383.8% | -85.0% |
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