-23.0%
TNA vs FLR
+238.1%
-261.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.1% |
| 7D | -7.3% | -3.5% | -3.8% | -4.6% |
| 30D | -14.2% | +4.2% | -18.3% | -17.2% |
| 3M | -4.6% | +8.1% | -12.6% | -13.0% |
| 6M | +36.9% | +21.5% | +15.4% | +11.6% |
| YTD | +42.5% | +36.8% | +5.8% | +5.0% |
| 1Y | +45.8% | +31.2% | +14.6% | +11.3% |
| 3Y | +104.7% | +53.9% | +50.8% | +23.9% |
| All | -23.0% | +238.1% | -261.1% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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