+118.9%
TNA vs SN
+430.5%
-311.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -2.0% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | -7.6% | -5.6% | -2.0% | -4.1% |
| 3M | +8.1% | +48.1% | -40.0% | -21.4% |
| 6M | +49.0% | +57.6% | -8.6% | +3.5% |
| YTD | +51.7% | +56.5% | -4.8% | +5.5% |
| 1Y | +59.6% | +52.6% | +7.1% | +12.2% |
| 3Y | +118.9% | +412.0% | -293.1% | -23.1% |
| All | +118.9% | +430.5% | -311.6% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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