+127.9%
WFC vs TNA
-26.1%
+154.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.6% |
| 7D | +0.3% | -7.6% | +7.9% | +2.3% |
| 30D | +2.3% | -13.6% | +15.9% | +6.1% |
| 3M | +9.8% | +2.8% | +6.9% | +8.2% |
| 6M | +15.6% | +34.5% | -19.0% | +4.4% |
| YTD | -2.4% | +41.0% | -43.5% | -13.4% |
| 1Y | +13.8% | +52.0% | -38.2% | -2.1% |
| 3Y | +134.6% | +103.5% | +31.2% | +71.5% |
| 5Y | +127.9% | -22.5% | +150.4% | +92.8% |
| All | +127.9% | -26.1% | +154.0% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling