+20.5%
TNA vs FND
+56.5%
-36.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.2% |
| 7D | -7.3% | -5.8% | -1.5% | -2.5% |
| 30D | -14.2% | -20.2% | +6.0% | +3.7% |
| 3M | -4.6% | -12.0% | +7.4% | +3.0% |
| 6M | +36.9% | -18.5% | +55.4% | +55.8% |
| YTD | +42.5% | -22.3% | +64.8% | +66.3% |
| 1Y | +45.8% | -47.6% | +93.4% | +140.1% |
| 3Y | +104.7% | -49.8% | +154.4% | +246.8% |
| 5Y | -21.7% | -63.0% | +41.3% | +76.0% |
| All | +20.5% | +56.5% | -36.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling