-22.5%
TNA vs TMF
-88.0%
+65.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -3.9% |
| 7D | -3.6% | -0.9% | -2.7% | -3.4% |
| 30D | -10.1% | -1.0% | -9.1% | -9.9% |
| 3M | +2.7% | -11.3% | +14.0% | +4.7% |
| 6M | +38.4% | -22.7% | +61.1% | +44.2% |
| YTD | +45.4% | -17.3% | +62.8% | +50.0% |
| 1Y | +55.9% | -22.5% | +78.4% | +61.9% |
| 3Y | +109.8% | -43.2% | +153.0% | +118.8% |
| 5Y | -22.5% | -88.3% | +65.8% | -40.4% |
| All | -22.5% | -88.0% | +65.4% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling