+138.0%
TNA vs FTV
+89.3%
+48.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | 0.0% |
| 7D | +4.1% | -0.4% | +4.5% | +4.7% |
| 30D | -7.6% | -8.3% | +0.7% | +6.7% |
| 3M | +8.1% | -7.4% | +15.5% | +19.8% |
| 6M | +49.0% | -1.2% | +50.2% | +46.6% |
| YTD | +51.7% | +2.7% | +49.0% | +32.4% |
| 1Y | +59.6% | +18.4% | +41.2% | +7.1% |
| 3Y | +118.9% | -2.0% | +120.9% | +129.8% |
| 5Y | -19.2% | +3.4% | -22.6% | -11.3% |
| 10Y | +77.2% | +78.5% | -1.3% | +26.5% |
| All | +138.0% | +89.3% | +48.7% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling