+1,316.1%
TNA vs SM
+101.9%
+1,214.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.9% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -4.9% | +26.3% | -31.2% | -15.4% |
| 3M | +0.4% | +8.7% | -8.3% | -6.8% |
| 6M | +32.5% | +51.7% | -19.1% | +0.1% |
| YTD | +53.7% | +99.0% | -45.3% | +0.7% |
| 1Y | +65.1% | +34.6% | +30.5% | +28.5% |
| 3Y | +98.4% | -7.8% | +106.2% | +85.6% |
| 5Y | -22.5% | +104.8% | -127.3% | -51.2% |
| 10Y | +82.5% | +7.2% | +75.3% | -27.4% |
| All | +1,316.1% | +101.9% | +1,214.2% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling