+63.4%
TNA vs SN
+476.8%
-413.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -2.0% |
| 7D | -3.6% | -3.4% | -0.2% | -1.4% |
| 30D | -10.1% | -9.1% | -1.0% | -4.8% |
| 3M | +2.7% | +31.8% | -29.1% | -15.3% |
| 6M | +38.4% | +52.0% | -13.6% | +4.0% |
| YTD | +45.4% | +51.3% | -5.9% | +9.3% |
| 1Y | +55.9% | +46.9% | +9.1% | +18.6% |
| 3Y | +109.8% | +394.9% | -285.1% | +7.7% |
| All | +63.4% | +476.8% | -413.4% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling