+989.4%
TNA vs FE
+96.1%
+893.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.3% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | -6.4% | +5.2% | -11.6% | -11.8% |
| 3M | -25.7% | 0.0% | -25.6% | -26.0% |
| 6M | -19.7% | +5.0% | -24.8% | -25.3% |
| YTD | +18.3% | +7.9% | +10.4% | +5.4% |
| 1Y | +24.6% | +6.3% | +18.2% | +12.5% |
| 3Y | +112.8% | +46.0% | +66.8% | +28.3% |
| 5Y | -49.5% | +45.6% | -95.2% | -68.7% |
| 10Y | +76.4% | +109.3% | -33.0% | -26.2% |
| All | +989.4% | +96.1% | +893.3% | +476.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling