-22.5%
TNA vs FTV
-3.0%
-19.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | +1.0% |
| 7D | -7.6% | -5.2% | -2.4% | +1.3% |
| 30D | -13.6% | -11.5% | -2.1% | +6.1% |
| 3M | +2.8% | -9.0% | +11.9% | +17.7% |
| 6M | +34.5% | -2.0% | +36.5% | +33.5% |
| YTD | +41.0% | -0.9% | +42.0% | +29.2% |
| 1Y | +52.0% | +14.8% | +37.2% | +3.4% |
| 3Y | +103.5% | -5.5% | +109.0% | +123.0% |
| 5Y | -22.5% | -1.9% | -20.7% | -19.1% |
| All | -22.5% | -3.0% | -19.6% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling