-73.1%
SMR vs TNA
+70.0%
-143.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.3% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +3.4% | -4.9% | +8.3% | +9.4% |
| 3M | -19.2% | +0.4% | -19.5% | -19.0% |
| 6M | -22.6% | +32.5% | -55.2% | -41.1% |
| YTD | -31.5% | +53.7% | -85.3% | -55.2% |
| 1Y | -73.1% | +65.1% | -138.2% | -81.6% |
| All | -73.1% | +70.0% | -143.1% | -81.6% |
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