-22.5%
TNA vs FFIV
+95.0%
-117.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -1.2% |
| 7D | -7.6% | +1.6% | -9.2% | -9.7% |
| 30D | -13.6% | -3.7% | -9.9% | -10.7% |
| 3M | +2.8% | +2.0% | +0.9% | -2.9% |
| 6M | +34.5% | +39.3% | -4.8% | -17.6% |
| YTD | +41.0% | +56.1% | -15.1% | -27.8% |
| 1Y | +52.0% | +22.0% | +30.0% | +7.7% |
| 3Y | +103.5% | +148.2% | -44.7% | -47.9% |
| 5Y | -22.5% | +96.3% | -118.9% | -69.4% |
| All | -22.5% | +95.0% | -117.5% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling