+74.7%
TNA vs FIVE
+483.6%
-409.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.7% | -1.1% |
| 7D | -7.6% | +0.6% | -8.1% | -8.1% |
| 30D | -13.6% | +3.0% | -16.6% | -16.3% |
| 3M | +2.8% | +23.2% | -20.4% | -14.5% |
| 6M | +34.5% | +9.2% | +25.4% | +19.7% |
| YTD | +41.0% | +28.1% | +12.9% | +10.3% |
| 1Y | +52.0% | +65.3% | -13.2% | -3.1% |
| 3Y | +103.5% | +49.4% | +54.1% | +18.8% |
| 5Y | -22.5% | +29.5% | -52.1% | -46.9% |
| All | +74.7% | +483.6% | -409.0% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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