+55.9%
TNA vs FE
+11.4%
+44.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -10.1% | -1.2% | -8.9% | -10.1% |
| 3M | +2.7% | +1.7% | +1.0% | +2.7% |
| 6M | +38.4% | -7.5% | +45.9% | +40.5% |
| YTD | +45.4% | +6.3% | +39.1% | +42.7% |
| 1Y | +55.9% | +10.9% | +45.1% | +53.4% |
| All | +55.9% | +11.4% | +44.5% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling