+469.0%
WFC vs TNA
+990.0%
-520.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.8% |
| 7D | +1.1% | +4.1% | -3.0% | -0.4% |
| 30D | +0.8% | -7.6% | +8.4% | +3.6% |
| 3M | +9.3% | +8.1% | +1.2% | +5.2% |
| 6M | +10.6% | +49.0% | -38.4% | -7.5% |
| YTD | -4.1% | +51.7% | -55.8% | -21.0% |
| 1Y | +13.6% | +59.6% | -46.0% | -9.8% |
| 3Y | +130.7% | +118.9% | +11.8% | +41.6% |
| 5Y | +126.7% | -19.2% | +145.9% | +73.5% |
| 10Y | +132.1% | +77.2% | +54.9% | -12.7% |
| All | +469.0% | +990.0% | -520.9% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling