+134.6%
TNA vs SM
-3.9%
+138.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +3.7% | +9.4% | -5.7% | 0.0% |
| 30D | +4.4% | -14.4% | +18.7% | +9.0% |
| 3M | -26.7% | +1.6% | -28.2% | -29.8% |
| 6M | -12.8% | +6.3% | -19.2% | -21.6% |
| YTD | +22.7% | +78.8% | -56.1% | -27.7% |
| 1Y | +35.7% | +83.1% | -47.5% | -22.1% |
| 3Y | +134.6% | -5.9% | +140.5% | +83.4% |
| All | +134.6% | -3.9% | +138.5% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling