+32.5%
TNA vs FIVE
+12.1%
+20.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -1.0% |
| 7D | -0.1% | +4.3% | -4.3% | -1.5% |
| 30D | -4.9% | +12.5% | -17.4% | -9.1% |
| 3M | +0.4% | +31.2% | -30.9% | -9.0% |
| 6M | +32.5% | +14.4% | +18.2% | +23.0% |
| All | +32.5% | +12.1% | +20.4% | +23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling