+76.5%
TNA vs FTV
+80.7%
-4.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.5% |
| 7D | -7.3% | -4.0% | -3.3% | -0.5% |
| 30D | -14.2% | -11.0% | -3.1% | +4.6% |
| 3M | -4.6% | -8.4% | +3.8% | +8.3% |
| 6M | +36.9% | -2.6% | +39.5% | +38.1% |
| YTD | +42.5% | -0.6% | +43.2% | +31.4% |
| 1Y | +45.8% | +11.0% | +34.8% | +9.4% |
| 3Y | +104.7% | -6.3% | +111.0% | +132.1% |
| 5Y | -21.7% | -1.5% | -20.2% | -6.6% |
| All | +76.5% | +80.7% | -4.2% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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