+318.0%
SPYM vs TNA
+86.1%
+232.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.6% |
| 7D | -0.8% | -7.3% | +6.5% | +0.9% |
| 30D | -1.1% | -14.2% | +13.1% | +2.3% |
| 3M | +3.9% | -4.6% | +8.4% | +4.6% |
| 6M | +13.6% | +36.9% | -23.3% | +4.3% |
| YTD | +12.7% | +42.5% | -29.8% | +1.9% |
| 1Y | +17.6% | +45.8% | -28.2% | +4.7% |
| 3Y | +77.2% | +104.7% | -27.4% | +33.6% |
| 5Y | +84.1% | -21.7% | +105.8% | +58.4% |
| All | +318.0% | +86.1% | +232.0% | +138.3% |
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 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