-22.5%
TNA vs FIVE
+35.6%
-58.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -2.2% |
| 7D | -3.6% | +1.7% | -5.3% | -4.8% |
| 30D | -10.1% | +5.0% | -15.0% | -13.7% |
| 3M | +2.7% | +29.5% | -26.8% | -15.9% |
| 6M | +38.4% | +12.4% | +26.0% | +22.6% |
| YTD | +45.4% | +31.2% | +14.2% | +15.1% |
| 1Y | +55.9% | +72.9% | -16.9% | +1.2% |
| 3Y | +109.8% | +53.0% | +56.8% | +34.8% |
| 5Y | -22.5% | +34.2% | -56.7% | -39.1% |
| All | -22.5% | +35.6% | -58.1% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling