+491.5%
SO vs TNA
+781.2%
-289.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +1.4% | +3.7% | -2.4% | +1.0% |
| 30D | +4.7% | +4.4% | +0.3% | +4.0% |
| 3M | +1.7% | -26.7% | +28.4% | +4.3% |
| 6M | +2.2% | -12.8% | +15.0% | +2.7% |
| YTD | +10.0% | +22.7% | -12.7% | +6.3% |
| 1Y | +6.0% | +35.7% | -29.6% | +1.3% |
| 3Y | +54.1% | +134.6% | -80.5% | +32.8% |
| 5Y | +79.6% | -46.0% | +125.6% | +71.5% |
| 10Y | +195.5% | +38.0% | +157.4% | +124.5% |
| All | +491.5% | +781.2% | -289.7% | +212.3% |
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