+55.7%
TNA vs SARO
-22.5%
+78.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | -0.4% |
| 7D | -7.3% | -3.1% | -4.2% | -4.5% |
| 30D | -14.2% | -12.2% | -1.9% | -3.3% |
| 3M | -4.6% | -7.4% | +2.8% | +0.8% |
| 6M | +36.9% | -15.3% | +52.2% | +55.5% |
| YTD | +42.5% | -16.2% | +58.7% | +63.5% |
| 1Y | +45.8% | -12.1% | +57.9% | +59.7% |
| All | +55.7% | -22.5% | +78.2% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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