+1,316.1%
TNA vs FFIV
+1,662.8%
-346.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | -0.1% | -1.0% | +0.9% | +0.8% |
| 30D | -4.9% | -5.1% | +0.2% | -0.3% |
| 3M | +0.4% | -4.5% | +4.8% | +3.7% |
| 6M | +32.5% | +36.5% | -3.9% | -11.4% |
| YTD | +53.7% | +53.0% | +0.8% | -11.5% |
| 1Y | +65.1% | +24.2% | +40.9% | +19.4% |
| 3Y | +98.4% | +137.2% | -38.8% | -29.0% |
| 5Y | -22.5% | +91.8% | -114.2% | -61.1% |
| 10Y | +82.5% | +215.2% | -132.6% | -36.6% |
| All | +1,316.1% | +1,662.8% | -346.8% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling