+55.9%
TNA vs FIVE
+64.7%
-8.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -2.6% |
| 7D | -3.6% | +1.7% | -5.3% | -4.6% |
| 30D | -10.1% | +5.0% | -15.0% | -13.1% |
| 3M | +2.7% | +29.5% | -26.8% | -13.4% |
| 6M | +38.4% | +12.4% | +26.0% | +24.8% |
| YTD | +45.4% | +31.2% | +14.2% | +12.5% |
| 1Y | +55.9% | +72.9% | -16.9% | -7.2% |
| All | +55.9% | +64.7% | -8.8% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling