-14.4%
SMR vs TNA
+9.3%
-23.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.1% | -16.7% | -16.3% |
| 7D | -11.2% | -7.3% | -4.0% | -7.5% |
| 30D | -10.2% | -14.2% | +4.0% | -2.0% |
| 3M | -10.0% | -4.6% | -5.5% | -6.8% |
| 6M | -30.5% | +36.9% | -67.4% | -40.1% |
| YTD | -39.2% | +42.5% | -81.8% | -47.9% |
| 1Y | -75.5% | +45.8% | -121.3% | -78.9% |
| 3Y | +45.4% | +104.7% | -59.2% | +7.6% |
| All | -14.4% | +9.3% | -23.7% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling