+1,029.9%
TNA vs SM
+81.3%
+948.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +3.7% | +9.4% | -5.7% | -0.9% |
| 30D | +4.4% | -14.4% | +18.7% | +9.9% |
| 3M | -26.7% | +1.6% | -28.2% | -29.7% |
| 6M | -12.8% | +6.3% | -19.2% | -21.5% |
| YTD | +22.7% | +78.8% | -56.1% | -18.0% |
| 1Y | +35.7% | +83.1% | -47.5% | -10.7% |
| 3Y | +134.6% | -5.9% | +140.5% | +112.1% |
| 5Y | -46.0% | +4.8% | -50.8% | -54.8% |
| 10Y | +38.0% | +17.5% | +20.5% | -49.6% |
| All | +1,029.9% | +81.3% | +948.6% | +3.0% |
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 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