+74.7%
TNA vs SFM
+268.6%
-193.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.5% |
| 7D | -7.6% | -8.8% | +1.2% | -4.1% |
| 30D | -13.6% | -14.5% | +0.8% | -8.3% |
| 3M | +2.8% | -16.8% | +19.7% | +9.6% |
| 6M | +34.5% | -5.3% | +39.9% | +32.4% |
| YTD | +41.0% | -9.4% | +50.4% | +39.8% |
| 1Y | +52.0% | -46.2% | +98.2% | +87.8% |
| 3Y | +103.5% | +81.3% | +22.2% | +41.5% |
| 5Y | -22.5% | +211.9% | -234.4% | -59.7% |
| All | +74.7% | +268.6% | -193.9% | -27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling