+65.1%
TNA vs WETO
-98.9%
+164.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -20.8% | +21.5% | +0.7% |
| 7D | -0.1% | -55.4% | +55.3% | 0.0% |
| 30D | -4.9% | -48.5% | +43.6% | -6.0% |
| 3M | +0.4% | -97.5% | +97.9% | +8.1% |
| 6M | +32.5% | -94.2% | +126.7% | +33.3% |
| YTD | +53.7% | -97.0% | +150.8% | +57.4% |
| 1Y | +65.1% | -98.9% | +164.0% | +74.8% |
| All | +65.1% | -98.9% | +164.0% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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