-22.5%
TNA vs SPG
+103.4%
-125.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -7.6% | -2.2% | -5.4% | -4.1% |
| 30D | -13.6% | -5.8% | -7.9% | -4.8% |
| 3M | +2.8% | -2.8% | +5.6% | +5.9% |
| 6M | +34.5% | +8.9% | +25.6% | +13.5% |
| YTD | +41.0% | +14.3% | +26.7% | +8.3% |
| 1Y | +52.0% | +19.5% | +32.5% | +7.1% |
| 3Y | +103.5% | +106.9% | -3.4% | -41.4% |
| 5Y | -22.5% | +108.7% | -131.3% | -76.6% |
| All | -22.5% | +103.4% | -125.9% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling