-19.2%
TNA vs FE
+48.2%
-67.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.7% |
| 7D | +4.1% | +0.6% | +3.4% | +3.5% |
| 30D | -7.6% | -2.1% | -5.5% | -5.9% |
| 3M | +8.1% | +2.6% | +5.5% | +4.6% |
| 6M | +49.0% | -6.8% | +55.8% | +57.1% |
| YTD | +51.7% | +6.9% | +44.8% | +38.5% |
| 1Y | +59.6% | +11.6% | +48.1% | +38.6% |
| 3Y | +118.9% | +47.7% | +71.2% | +29.1% |
| 5Y | -19.2% | +46.2% | -65.4% | -49.3% |
| All | -19.2% | +48.2% | -67.4% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling