+363.5%
SE vs TNA
-13.1%
+376.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.5% |
| 7D | -0.5% | +3.7% | -4.2% | -2.1% |
| 30D | -20.9% | +4.4% | -25.3% | -22.7% |
| 3M | -38.9% | -26.7% | -12.2% | -32.3% |
| 6M | -19.4% | -12.8% | -6.6% | -17.2% |
| YTD | -40.9% | +22.7% | -63.6% | -47.5% |
| 1Y | -46.2% | +35.7% | -81.8% | -54.3% |
| 3Y | +63.7% | +134.6% | -70.9% | -5.2% |
| 5Y | -77.9% | -46.0% | -31.9% | -79.0% |
| All | +363.5% | -13.1% | +376.6% | +218.0% |
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