-2.7%
TNA vs FGI
-74.8%
+72.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -25.2% | +24.1% | +0.1% |
| 7D | +3.7% | -14.4% | +18.1% | +4.3% |
| 30D | +4.4% | -11.8% | +16.1% | +4.7% |
| 3M | -26.7% | -46.2% | +19.6% | -25.0% |
| 6M | -12.8% | +5.2% | -18.0% | -16.5% |
| YTD | +22.7% | +10.5% | +12.1% | +13.4% |
| 1Y | +35.7% | +25.5% | +10.2% | +23.4% |
| 3Y | +134.6% | -16.0% | +150.6% | +106.3% |
| All | -2.7% | -74.8% | +72.1% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling