+118.9%
TNA vs FFIV
+141.9%
-23.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | +4.1% | -1.5% | +5.6% | +5.7% |
| 30D | -7.6% | -2.7% | -5.0% | -5.9% |
| 3M | +8.1% | -1.7% | +9.7% | +7.6% |
| 6M | +49.0% | +36.1% | +12.9% | +1.2% |
| YTD | +51.7% | +52.6% | -0.9% | -11.9% |
| 1Y | +59.6% | +21.5% | +38.1% | +21.6% |
| 3Y | +118.9% | +142.7% | -23.8% | -33.4% |
| All | +118.9% | +141.9% | -23.0% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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