+2.5%
WFC vs TNA
+37.5%
-34.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +1.4% |
| 7D | +4.5% | +2.4% | +2.1% | +4.0% |
| 30D | +7.4% | -0.9% | +8.3% | +7.4% |
| 3M | -0.5% | -19.2% | +18.7% | +3.4% |
| 6M | +11.7% | -0.8% | +12.5% | +10.2% |
| YTD | -4.6% | +33.2% | -37.8% | -13.1% |
| 1Y | +2.5% | +38.5% | -36.0% | -7.8% |
| All | +2.5% | +37.5% | -34.9% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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