+366.4%
TNA vs FIVE
+874.1%
-507.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.6% | +4.0% | +5.6% |
| 7D | +2.3% | +6.2% | -3.9% | -1.6% |
| 30D | +1.4% | +18.2% | -16.8% | -9.8% |
| 3M | -21.1% | +3.8% | -24.9% | -23.7% |
| 6M | -9.4% | +13.7% | -23.1% | -20.4% |
| YTD | +29.6% | +34.7% | -5.1% | +0.6% |
| 1Y | +34.6% | +66.6% | -32.0% | -10.3% |
| 3Y | +155.9% | +44.3% | +111.6% | +65.2% |
| 5Y | -44.2% | +18.8% | -62.9% | -56.5% |
| 10Y | +63.7% | +569.2% | -505.5% | -48.5% |
| All | +366.4% | +874.1% | -507.8% | +18.6% |
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