-45.3%
TNA vs FFIV
+35.3%
-80.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | +2.0% |
| 7D | +3.7% | -0.5% | +4.3% | +4.5% |
| 30D | +4.4% | -32.4% | +36.8% | +53.8% |
| 3M | -26.7% | -25.7% | -1.0% | -6.2% |
| 6M | -12.8% | -13.5% | +0.7% | -10.6% |
| YTD | +22.7% | +21.1% | +1.6% | -24.1% |
| 1Y | +35.7% | +29.4% | +6.2% | -23.8% |
| 3Y | +134.6% | +94.9% | +39.7% | -31.4% |
| All | -45.3% | +35.3% | -80.7% | -71.1% |
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