-23.0%
TNA vs SNY
+9.4%
-32.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -7.3% | -3.3% | -3.9% | -5.4% |
| 30D | -14.2% | -2.2% | -12.0% | -13.1% |
| 3M | -4.6% | -3.0% | -1.5% | -3.3% |
| 6M | +36.9% | +2.7% | +34.2% | +34.2% |
| YTD | +42.5% | -6.8% | +49.4% | +47.6% |
| 1Y | +45.8% | -5.3% | +51.0% | +48.9% |
| 3Y | +104.7% | -9.8% | +114.4% | +108.8% |
| All | -23.0% | +9.4% | -32.5% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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