+135.0%
WFC vs TNA
+101.9%
+33.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.7% |
| 7D | +0.4% | -7.3% | +7.6% | +2.3% |
| 30D | +1.5% | -14.2% | +15.7% | +5.4% |
| 3M | +10.2% | -4.6% | +14.8% | +10.9% |
| 6M | +18.8% | +36.9% | -18.1% | +6.9% |
| YTD | -1.5% | +42.5% | -44.1% | -12.8% |
| 1Y | +13.5% | +45.8% | -32.2% | -1.0% |
| 3Y | +135.0% | +104.7% | +30.3% | +78.5% |
| All | +135.0% | +101.9% | +33.1% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling