+28.3%
TNA vs FND
+58.4%
-30.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | +2.6% |
| 7D | +4.1% | +0.4% | +3.7% | +3.6% |
| 30D | -7.6% | -23.6% | +15.9% | +15.4% |
| 3M | +8.1% | +4.3% | +3.7% | +0.1% |
| 6M | +49.0% | -20.3% | +69.3% | +72.8% |
| YTD | +51.7% | -21.3% | +73.0% | +75.1% |
| 1Y | +59.6% | -45.4% | +105.0% | +153.0% |
| 3Y | +118.9% | -48.9% | +167.8% | +265.2% |
| 5Y | -19.2% | -61.0% | +41.9% | +73.9% |
| All | +28.3% | +58.4% | -30.2% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling