-23.0%
TNA vs FTI
+1,066.8%
-1,089.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.4% |
| 7D | -7.3% | -4.4% | -2.9% | -4.3% |
| 30D | -14.2% | +1.5% | -15.7% | -15.2% |
| 3M | -4.6% | +8.2% | -12.8% | -11.4% |
| 6M | +36.9% | +18.8% | +18.1% | +17.4% |
| YTD | +42.5% | +71.7% | -29.1% | -6.4% |
| 1Y | +45.8% | +90.0% | -44.3% | -11.9% |
| 3Y | +104.7% | +270.5% | -165.8% | -23.3% |
| All | -23.0% | +1,066.8% | -1,089.8% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling