+38.5%
TNA vs SPG
+34.3%
+4.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +1.9% |
| 7D | +2.4% | +8.2% | -5.8% | -4.3% |
| 30D | -0.9% | +13.5% | -14.4% | -11.2% |
| 3M | -19.2% | +2.2% | -21.5% | -20.9% |
| 6M | -0.8% | +15.9% | -16.7% | -16.2% |
| YTD | +33.2% | +27.6% | +5.6% | +3.1% |
| 1Y | +38.5% | +30.9% | +7.6% | +2.5% |
| All | +38.5% | +34.3% | +4.2% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling