+25.6%
TNA vs FGI
+51.2%
-25.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.2% | -11.1% | -5.1% |
| 7D | +7.7% | +13.5% | -5.8% | +7.2% |
| 30D | -0.7% | +17.1% | -17.8% | -1.3% |
| 3M | -25.4% | +78.0% | -103.4% | -28.7% |
| 6M | -11.8% | +46.4% | -58.3% | -15.3% |
| YTD | +23.9% | +47.7% | -23.8% | +14.4% |
| 1Y | +25.6% | +56.8% | -31.2% | +12.5% |
| All | +25.6% | +51.2% | -25.6% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling