+72.7%
TNA vs SN
+490.7%
-418.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.4% |
| 7D | -0.1% | -9.3% | +9.2% | +6.1% |
| 30D | -4.9% | -4.8% | -0.1% | -2.2% |
| 3M | +0.4% | +40.4% | -40.0% | -20.7% |
| 6M | +32.5% | +50.9% | -18.4% | +0.1% |
| YTD | +53.7% | +54.9% | -1.2% | +13.8% |
| 1Y | +65.1% | +43.0% | +22.1% | +27.5% |
| 3Y | +98.4% | +391.8% | -293.4% | +0.3% |
| All | +72.7% | +490.7% | -418.0% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling