+589.4%
SE vs TNA
+8.9%
+580.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -2.5% | -4.9% | +2.5% | -0.7% |
| 3M | +21.7% | +0.4% | +21.3% | +20.5% |
| 6M | +27.0% | +32.5% | -5.5% | +11.6% |
| YTD | -12.1% | +53.7% | -65.9% | -27.4% |
| 1Y | -40.9% | +65.1% | -106.0% | -53.3% |
| 3Y | +191.0% | +98.4% | +92.5% | +82.8% |
| 5Y | -68.3% | -22.5% | -45.8% | -73.2% |
| All | +589.4% | +8.9% | +580.5% | +339.8% |
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 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