-48.8%
SE vs TNA
+37.5%
-86.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.4% | +0.1% | +3.3% |
| 7D | +6.7% | +2.4% | +4.2% | +6.0% |
| 30D | -17.2% | -0.9% | -16.3% | -17.1% |
| 3M | -28.0% | -19.2% | -8.8% | -24.2% |
| 6M | -6.1% | -0.8% | -5.3% | -7.2% |
| YTD | -37.1% | +33.2% | -70.3% | -44.2% |
| 1Y | -48.8% | +38.5% | -87.3% | -55.3% |
| All | -48.8% | +37.5% | -86.2% | -55.3% |
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