+87.5%
TNA vs FE
+110.4%
-22.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.6% |
| 7D | -3.6% | -0.2% | -3.4% | -3.4% |
| 30D | -10.1% | -1.2% | -8.9% | -9.1% |
| 3M | +2.7% | +1.7% | +1.0% | +0.3% |
| 6M | +38.4% | -7.5% | +45.9% | +46.9% |
| YTD | +45.4% | +6.3% | +39.1% | +33.9% |
| 1Y | +55.9% | +10.9% | +45.1% | +37.1% |
| 3Y | +109.8% | +46.9% | +62.9% | +34.3% |
| 5Y | -22.5% | +47.6% | -70.1% | -49.0% |
| 10Y | +87.5% | +114.5% | -26.9% | +36.6% |
| All | +87.5% | +110.4% | -22.8% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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