+38.5%
TNA vs SFM
-35.8%
+74.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.8% | +4.6% |
| 7D | +2.4% | -12.3% | +14.7% | +1.9% |
| 30D | -0.9% | -16.2% | +15.3% | -1.5% |
| 3M | -19.2% | -36.8% | +17.6% | -21.2% |
| 6M | -0.8% | -32.6% | +31.7% | -2.4% |
| YTD | +33.2% | -31.7% | +64.9% | +32.1% |
| 1Y | +38.5% | -35.0% | +73.5% | +37.7% |
| All | +38.5% | -35.8% | +74.3% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling