+1,198.9%
SPY vs TNA
+990.0%
+209.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +0.5% | +4.1% | -3.5% | -0.4% |
| 30D | -0.9% | -7.6% | +6.7% | +0.8% |
| 3M | +3.9% | +8.1% | -4.2% | +1.6% |
| 6M | +14.5% | +49.0% | -34.5% | +2.9% |
| YTD | +12.9% | +51.7% | -38.8% | +0.4% |
| 1Y | +19.4% | +59.6% | -40.3% | +3.8% |
| 3Y | +78.5% | +118.9% | -40.4% | +32.1% |
| 5Y | +81.8% | -19.2% | +100.9% | +55.0% |
| 10Y | +311.5% | +77.2% | +234.3% | +128.1% |
| All | +1,198.9% | +990.0% | +209.0% | +192.6% |
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