+134.6%
TNA vs SPG
+135.6%
-1.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.6% |
| 7D | +3.7% | +2.0% | +1.7% | +0.8% |
| 30D | +4.4% | +17.2% | -12.9% | -18.3% |
| 3M | -26.7% | +6.3% | -33.0% | -33.2% |
| 6M | -12.8% | +18.7% | -31.5% | -35.0% |
| YTD | +22.7% | +30.1% | -7.4% | -22.3% |
| 1Y | +35.7% | +32.8% | +2.9% | -16.9% |
| 3Y | +134.6% | +133.6% | +1.0% | -59.6% |
| All | +134.6% | +135.6% | -1.0% | -59.6% |
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