+7.5%
SMR vs TNA
+11.5%
-4.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -0.9% |
| 7D | +13.1% | -3.6% | +16.7% | +15.4% |
| 30D | +17.8% | -10.1% | +27.8% | +25.2% |
| 3M | +8.1% | +2.7% | +5.4% | +7.5% |
| 6M | -11.1% | +38.4% | -49.5% | -23.8% |
| YTD | -23.7% | +45.4% | -69.1% | -35.3% |
| 1Y | -69.4% | +55.9% | -125.4% | -74.5% |
| 3Y | +82.6% | +109.8% | -27.2% | +33.5% |
| All | +7.5% | +11.5% | -4.0% | -22.1% |
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