+557.4%
SLV vs TNA
+1,004.3%
-447.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +6.7% | -4.9% | +11.6% | +7.3% |
| 3M | -10.7% | +0.4% | -11.1% | -10.8% |
| 6M | -20.6% | +32.5% | -53.1% | -23.2% |
| YTD | -7.1% | +53.7% | -60.9% | -11.4% |
| 1Y | +62.0% | +65.1% | -3.1% | +52.8% |
| 3Y | +169.8% | +98.4% | +71.4% | +140.3% |
| 5Y | +161.5% | -22.5% | +183.9% | +143.9% |
| 10Y | +224.4% | +82.5% | +141.9% | +144.5% |
| All | +557.4% | +1,004.3% | -447.0% | +219.5% |
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