-23.0%
TNA vs WEC
+30.6%
-53.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.3% | -0.6% | -6.7% | -6.9% |
| 30D | -14.2% | -2.6% | -11.5% | -12.6% |
| 3M | -4.6% | -6.0% | +1.5% | -0.7% |
| 6M | +36.9% | -5.4% | +42.3% | +41.0% |
| YTD | +42.5% | +2.5% | +40.1% | +37.2% |
| 1Y | +45.8% | -0.7% | +46.5% | +43.4% |
| 3Y | +104.7% | +38.7% | +65.9% | +46.4% |
| All | -23.0% | +30.6% | -53.6% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling