+32.7%
TNA vs FE
+126.1%
-93.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -2.1% |
| 7D | +3.7% | +1.2% | +2.5% | +2.5% |
| 30D | +4.4% | +4.5% | -0.2% | -0.1% |
| 3M | -26.7% | +1.3% | -28.0% | -27.8% |
| 6M | -12.8% | +8.7% | -21.5% | -20.7% |
| YTD | +22.7% | +9.2% | +13.4% | +9.6% |
| 1Y | +35.7% | +7.0% | +28.7% | +23.4% |
| 3Y | +134.6% | +51.4% | +83.2% | +44.2% |
| 5Y | -46.0% | +47.7% | -93.7% | -64.8% |
| All | +32.7% | +126.1% | -93.5% | -1.9% |
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