-49.1%
TNA vs FE
+47.5%
-96.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.2% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | -6.4% | +5.2% | -11.6% | -10.8% |
| 3M | -25.7% | 0.0% | -25.6% | -25.8% |
| 6M | -19.7% | +5.0% | -24.8% | -24.4% |
| YTD | +18.3% | +7.9% | +10.4% | +6.8% |
| 1Y | +24.6% | +6.3% | +18.2% | +14.0% |
| 3Y | +112.8% | +46.0% | +66.8% | +26.7% |
| All | -49.1% | +47.5% | -96.5% | -70.4% |
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 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