+72.5%
SMR vs TNA
+99.7%
-27.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.5% | -3.1% |
| 7D | +4.7% | -7.6% | +12.3% | +11.6% |
| 30D | +3.2% | -13.6% | +16.9% | +16.4% |
| 3M | +9.9% | +2.8% | +7.1% | +8.3% |
| 6M | -15.1% | +34.5% | -49.6% | -31.5% |
| YTD | -27.9% | +41.0% | -69.0% | -43.0% |
| 1Y | -70.2% | +52.0% | -122.3% | -77.4% |
| All | +72.5% | +99.7% | -27.2% | -16.4% |
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