+116.0%
SLV vs TNA
+138.6%
-22.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -5.8% | +3.7% | -9.6% | -6.6% |
| 30D | -12.1% | +4.4% | -16.5% | -13.2% |
| 3M | -24.1% | -26.7% | +2.5% | -19.6% |
| 6M | -44.4% | -12.8% | -31.6% | -43.0% |
| YTD | -31.5% | +22.7% | -54.2% | -33.5% |
| 1Y | -6.9% | +35.7% | -42.6% | -11.0% |
| 3Y | +116.0% | +134.6% | -18.6% | +82.9% |
| All | +116.0% | +138.6% | -22.6% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling