+65.1%
TNA vs SM
+36.8%
+28.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.3% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | -4.9% | +25.6% | -30.5% | -1.6% |
| 3M | +0.4% | +8.0% | -7.7% | +3.1% |
| 6M | +32.5% | +50.8% | -18.3% | +31.8% |
| YTD | +53.7% | +97.9% | -44.2% | +42.5% |
| 1Y | +65.1% | +33.8% | +31.3% | +64.7% |
| All | +65.1% | +36.8% | +28.3% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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