+1,213.1%
TNA vs SNY
+204.1%
+1,009.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.9% |
| 7D | -7.3% | -3.3% | -3.9% | -3.3% |
| 30D | -14.2% | -2.2% | -12.0% | -11.9% |
| 3M | -4.6% | -3.0% | -1.5% | -2.6% |
| 6M | +36.9% | +2.7% | +34.2% | +29.8% |
| YTD | +42.5% | -6.8% | +49.4% | +51.4% |
| 1Y | +45.8% | -5.3% | +51.0% | +49.4% |
| 3Y | +104.7% | -9.8% | +114.4% | +93.4% |
| 5Y | -21.7% | +9.7% | -31.4% | -48.0% |
| 10Y | +83.8% | +64.5% | +19.3% | -29.3% |
| All | +1,213.1% | +204.1% | +1,009.0% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling