+1,029.9%
TNA vs FFIV
+1,295.7%
-265.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +53.7% |
| 3M | -26.7% | -25.7% | -1.0% | -5.1% |
| 6M | -12.8% | -13.5% | +0.7% | -7.0% |
| YTD | +22.7% | +21.1% | +1.6% | -14.3% |
| 1Y | +35.7% | +29.4% | +6.2% | -12.2% |
| 3Y | +134.6% | +94.9% | +39.7% | -2.8% |
| 5Y | -46.0% | +34.7% | -80.7% | -62.1% |
| 10Y | +38.0% | +119.0% | -81.0% | -32.7% |
| All | +1,029.9% | +1,295.7% | -265.7% | -83.0% |
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