+118.9%
TNA vs FE
+48.5%
+70.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | +4.1% | +0.6% | +3.4% | +3.7% |
| 30D | -7.6% | -2.1% | -5.5% | -6.6% |
| 3M | +8.1% | +2.6% | +5.5% | +6.0% |
| 6M | +49.0% | -6.8% | +55.8% | +54.6% |
| YTD | +51.7% | +6.9% | +44.8% | +43.0% |
| 1Y | +59.6% | +11.6% | +48.1% | +45.6% |
| 3Y | +118.9% | +47.7% | +71.2% | +36.8% |
| All | +118.9% | +48.5% | +70.4% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling