+1,316.1%
TNA vs FE
+95.6%
+1,220.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.4% |
| 7D | -0.1% | +1.9% | -2.0% | -2.2% |
| 30D | -4.9% | -1.2% | -3.7% | -3.8% |
| 3M | +0.4% | +3.5% | -3.1% | -4.6% |
| 6M | +32.5% | -6.1% | +38.6% | +39.2% |
| YTD | +53.7% | +7.6% | +46.1% | +37.7% |
| 1Y | +65.1% | +11.9% | +53.2% | +40.8% |
| 3Y | +98.4% | +48.4% | +50.0% | +17.8% |
| 5Y | -22.5% | +44.8% | -67.3% | -51.5% |
| 10Y | +82.5% | +115.9% | -33.4% | -26.5% |
| All | +1,316.1% | +95.6% | +1,220.5% | +654.0% |
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