+252.8%
SPOT vs TNA
+6.9%
+245.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -3.1% | -7.3% | +4.2% | -1.2% |
| 30D | +7.4% | -14.2% | +21.6% | +11.4% |
| 3M | +8.2% | -4.6% | +12.7% | +8.7% |
| 6M | +2.2% | +36.9% | -34.7% | -7.9% |
| YTD | -9.5% | +42.5% | -52.0% | -20.0% |
| 1Y | -23.8% | +45.8% | -69.6% | -34.1% |
| 3Y | +233.5% | +104.7% | +128.8% | +135.1% |
| 5Y | +112.2% | -21.7% | +133.9% | +79.8% |
| All | +252.8% | +6.9% | +245.9% | +176.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling