-85.6%
SMR vs TNA
+37.5%
-123.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -9.2% |
| 7D | -9.5% | +2.4% | -11.9% | -12.1% |
| 30D | -33.2% | -0.9% | -32.3% | -32.8% |
| 3M | -45.9% | -19.2% | -26.7% | -32.2% |
| 6M | -57.9% | -0.8% | -57.0% | -57.5% |
| YTD | -63.8% | +33.2% | -97.0% | -73.3% |
| 1Y | -85.6% | +38.5% | -124.1% | -89.6% |
| All | -85.6% | +37.5% | -123.1% | -89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling