+1,185.1%
SPYM vs TNA
+944.8%
+240.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | +0.4% |
| 7D | -0.4% | -3.6% | +3.2% | +0.4% |
| 30D | -1.4% | -10.1% | +8.7% | +0.8% |
| 3M | +3.7% | +2.7% | +1.0% | +2.7% |
| 6M | +13.0% | +38.4% | -25.4% | +4.0% |
| YTD | +12.5% | +45.4% | -33.0% | +1.8% |
| 1Y | +18.6% | +55.9% | -37.3% | +4.7% |
| 3Y | +78.0% | +109.8% | -31.8% | +35.9% |
| 5Y | +82.3% | -22.5% | +104.8% | +58.8% |
| 10Y | +322.9% | +87.5% | +235.3% | +146.2% |
| All | +1,185.1% | +944.8% | +240.3% | +237.4% |
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