+20.4%
TNA vs FGI
-69.8%
+90.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | +4.1% | +5.2% | -1.1% | +3.8% |
| 30D | -7.6% | +65.2% | -72.8% | -12.7% |
| 3M | +8.1% | +30.2% | -22.1% | +3.2% |
| 6M | +49.0% | +87.8% | -38.8% | +34.3% |
| YTD | +51.7% | +32.5% | +19.3% | +39.8% |
| 1Y | +59.6% | +93.6% | -34.0% | +36.9% |
| 3Y | +118.9% | -2.6% | +121.5% | +92.2% |
| All | +20.4% | -69.8% | +90.2% | +19.2% |
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