+38.5%
TNA vs TMF
-23.9%
+62.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +2.8% |
| 7D | +2.4% | +4.0% | -1.6% | -0.2% |
| 30D | -0.9% | +19.5% | -20.4% | -12.6% |
| 3M | -19.2% | -3.5% | -15.7% | -16.9% |
| 6M | -0.8% | -10.6% | +9.7% | +7.6% |
| YTD | +33.2% | -17.1% | +50.3% | +48.6% |
| 1Y | +38.5% | -24.3% | +62.8% | +59.1% |
| All | +38.5% | -23.9% | +62.4% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling