+1,239.7%
TNA vs FTI
+751.4%
+488.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.7% |
| 7D | -3.6% | -2.3% | -1.3% | -1.5% |
| 30D | -10.1% | +5.0% | -15.1% | -14.3% |
| 3M | +2.7% | +13.8% | -11.1% | -11.6% |
| 6M | +38.4% | +22.9% | +15.5% | +9.3% |
| YTD | +45.4% | +75.0% | -29.6% | -17.5% |
| 1Y | +55.9% | +96.9% | -40.9% | -22.1% |
| 3Y | +109.8% | +276.7% | -166.9% | -45.1% |
| 5Y | -22.5% | +1,157.0% | -1,179.5% | -94.6% |
| 10Y | +87.5% | +310.7% | -223.1% | -68.6% |
| All | +1,239.7% | +751.4% | +488.3% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling