+57.9%
SO vs TNA
-22.1%
+80.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.5% |
| 7D | 0.0% | -3.6% | +3.6% | +0.2% |
| 30D | -2.5% | -10.1% | +7.6% | -2.0% |
| 3M | -4.2% | +2.7% | -6.9% | -4.5% |
| 6M | -7.7% | +38.4% | -46.1% | -9.7% |
| YTD | +3.8% | +45.4% | -41.6% | +1.0% |
| 1Y | +0.1% | +55.9% | -55.9% | -3.3% |
| 3Y | +44.2% | +109.8% | -65.6% | +31.3% |
| 5Y | +57.9% | -22.5% | +80.4% | +44.1% |
| All | +57.9% | -22.1% | +80.0% | +44.1% |
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 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