+1,080.7%
TNA vs TMF
-70.3%
+1,151.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -3.5% |
| 7D | -0.5% | -1.1% | +0.6% | -0.9% |
| 30D | -0.7% | +11.8% | -12.5% | +3.7% |
| 3M | -21.5% | -4.0% | -17.4% | -22.8% |
| 6M | -11.2% | -16.5% | +5.3% | -17.8% |
| YTD | +27.0% | -19.9% | +46.9% | +15.3% |
| 1Y | +28.0% | -25.6% | +53.6% | +12.7% |
| 3Y | +142.9% | -29.9% | +172.8% | +110.4% |
| 5Y | -42.6% | -88.2% | +45.7% | -81.0% |
| 10Y | +53.3% | -81.7% | +135.0% | -0.2% |
| All | +1,080.7% | -70.3% | +1,151.0% | +2,218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling