+108.8%
TNA vs WEC
+40.3%
+68.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.7% |
| 7D | -3.6% | +0.4% | -4.0% | -3.8% |
| 30D | -10.1% | +0.9% | -11.0% | -10.7% |
| 3M | +2.7% | -5.3% | +8.0% | +5.4% |
| 6M | +38.4% | -6.6% | +45.0% | +42.9% |
| YTD | +45.4% | +3.3% | +42.2% | +39.7% |
| 1Y | +55.9% | +2.1% | +53.9% | +50.4% |
| All | +108.8% | +40.3% | +68.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling