+134.6%
TNA vs SN
+440.0%
-305.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -3.2% |
| 7D | +3.7% | +1.5% | +2.2% | +2.7% |
| 30D | +4.4% | +21.5% | -17.1% | -9.8% |
| 3M | -26.7% | +20.0% | -46.7% | -36.7% |
| 6M | -12.8% | +119.9% | -132.8% | -54.2% |
| YTD | +22.7% | +102.3% | -79.7% | -31.6% |
| 1Y | +35.7% | +148.0% | -112.3% | -35.8% |
| 3Y | +134.6% | +450.0% | -315.4% | -44.6% |
| All | +134.6% | +440.0% | -305.4% | -44.6% |
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