-22.5%
TNA vs SM
+119.2%
-141.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -10.1% | +20.3% | -30.3% | -18.9% |
| 3M | +2.7% | +22.9% | -20.2% | -11.8% |
| 6M | +38.4% | +47.8% | -9.4% | -0.2% |
| YTD | +45.4% | +107.5% | -62.0% | -17.4% |
| 1Y | +55.9% | +51.7% | +4.2% | +6.4% |
| 3Y | +109.8% | -0.9% | +110.7% | +82.7% |
| 5Y | -22.5% | +112.2% | -134.8% | -59.2% |
| All | -22.5% | +119.2% | -141.7% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling