+456.8%
SO vs TNA
+1,004.3%
-547.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -4.6% | -4.9% | +0.3% | -4.2% |
| 3M | -3.0% | +0.4% | -3.4% | -3.4% |
| 6M | -8.3% | +32.5% | -40.8% | -11.4% |
| YTD | +3.5% | +53.7% | -50.2% | -1.7% |
| 1Y | -0.9% | +65.1% | -66.0% | -7.1% |
| 3Y | +45.4% | +98.4% | -53.1% | +27.8% |
| 5Y | +59.6% | -22.5% | +82.1% | +47.1% |
| 10Y | +156.6% | +82.5% | +74.1% | +90.3% |
| All | +456.8% | +1,004.3% | -547.5% | +188.8% |
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