+453.0%
TNA vs FIVE
+868.1%
-415.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -2.9% |
| 7D | -0.1% | +4.3% | -4.3% | -3.2% |
| 30D | -4.9% | +12.5% | -17.4% | -13.4% |
| 3M | +0.4% | +31.2% | -30.9% | -18.8% |
| 6M | +32.5% | +14.4% | +18.2% | +15.8% |
| YTD | +53.7% | +33.9% | +19.8% | +19.9% |
| 1Y | +65.1% | +65.1% | +0.1% | +10.8% |
| 3Y | +98.4% | +49.0% | +49.5% | +25.1% |
| 5Y | -22.5% | +30.3% | -52.8% | -43.7% |
| 10Y | +82.5% | +481.1% | -398.6% | -38.7% |
| All | +453.0% | +868.1% | -415.1% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling