+1,239.7%
TNA vs FLR
+99.1%
+1,140.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -1.0% | -1.6% |
| 7D | -3.6% | -3.1% | -0.5% | -1.1% |
| 30D | -10.1% | +4.9% | -15.0% | -14.0% |
| 3M | +2.7% | +10.8% | -8.1% | -8.8% |
| 6M | +38.4% | +19.7% | +18.7% | +13.4% |
| YTD | +45.4% | +38.4% | +7.1% | +5.2% |
| 1Y | +55.9% | +34.7% | +21.3% | +15.5% |
| 3Y | +109.8% | +56.7% | +53.2% | +29.6% |
| 5Y | -22.5% | +241.6% | -264.1% | -75.6% |
| 10Y | +87.5% | +20.2% | +67.3% | +1.2% |
| All | +1,239.7% | +99.1% | +1,140.6% | +339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling