+102.5%
TNA vs SPG
+106.6%
-4.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -7.6% | -2.2% | -5.4% | -4.3% |
| 30D | -13.6% | -5.8% | -7.9% | -5.4% |
| 3M | +2.8% | -2.8% | +5.6% | +5.5% |
| 6M | +34.5% | +8.9% | +25.6% | +13.7% |
| YTD | +41.0% | +14.3% | +26.7% | +8.7% |
| 1Y | +52.0% | +19.5% | +32.5% | +7.5% |
| All | +102.5% | +106.6% | -4.2% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling