+102.5%
TNA vs FTI
+264.2%
-161.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.2% | -0.9% |
| 7D | -7.6% | -5.6% | -2.0% | -3.6% |
| 30D | -13.6% | +0.4% | -14.0% | -14.0% |
| 3M | +2.8% | +8.1% | -5.3% | -4.9% |
| 6M | +34.5% | +16.7% | +17.8% | +14.9% |
| YTD | +41.0% | +70.0% | -28.9% | -11.4% |
| 1Y | +52.0% | +85.4% | -33.4% | -12.0% |
| All | +102.5% | +264.2% | -161.7% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling