+104.7%
TNA vs FTV
-5.2%
+109.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.6% |
| 7D | -7.3% | -4.0% | -3.3% | -1.6% |
| 30D | -14.2% | -11.0% | -3.1% | +1.6% |
| 3M | -4.6% | -8.4% | +3.8% | +6.3% |
| 6M | +36.9% | -2.6% | +39.5% | +37.3% |
| YTD | +42.5% | -0.6% | +43.2% | +31.8% |
| 1Y | +45.8% | +11.0% | +34.8% | +9.3% |
| 3Y | +104.7% | -6.3% | +111.0% | +123.7% |
| All | +104.7% | -5.2% | +109.9% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling