+553.4%
SE vs TNA
+0.9%
+552.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.7% |
| 7D | -5.2% | -7.3% | +2.0% | -2.6% |
| 30D | -17.1% | -14.2% | -2.9% | -12.4% |
| 3M | +24.0% | -4.6% | +28.5% | +25.2% |
| 6M | +21.0% | +36.9% | -16.0% | +5.3% |
| YTD | -16.7% | +42.5% | -59.3% | -29.3% |
| 1Y | -45.9% | +45.8% | -91.7% | -55.3% |
| 3Y | +177.8% | +104.7% | +73.2% | +71.9% |
| 5Y | -67.4% | -21.7% | -45.7% | -72.4% |
| All | +553.4% | +0.9% | +552.4% | +328.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling