+76.5%
TNA vs SM
+23.0%
+53.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -7.3% | +4.6% | -11.8% | -8.9% |
| 30D | -14.2% | +18.2% | -32.4% | -19.9% |
| 3M | -4.6% | +22.5% | -27.1% | -14.1% |
| 6M | +36.9% | +50.6% | -13.6% | +9.1% |
| YTD | +42.5% | +108.1% | -65.6% | -1.6% |
| 1Y | +45.8% | +46.0% | -0.2% | +15.0% |
| 3Y | +104.7% | +2.9% | +101.8% | +86.9% |
| 5Y | -21.7% | +112.6% | -134.3% | -45.3% |
| All | +76.5% | +23.0% | +53.5% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling