+551.1%
SU vs TNA
+913.2%
-362.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.8% |
| 7D | +1.7% | -7.6% | +9.3% | +4.0% |
| 30D | +9.6% | -13.6% | +23.3% | +14.2% |
| 3M | +11.7% | +2.8% | +8.9% | +9.3% |
| 6M | +21.9% | +34.5% | -12.6% | +7.1% |
| YTD | +58.6% | +41.0% | +17.6% | +35.9% |
| 1Y | +66.5% | +52.0% | +14.5% | +36.8% |
| 3Y | +121.4% | +103.5% | +18.0% | +43.9% |
| 5Y | +355.7% | -22.5% | +378.3% | +252.7% |
| 10Y | +264.2% | +81.9% | +182.3% | +57.1% |
| All | +551.1% | +913.2% | -362.1% | -16.9% |
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