-23.0%
TNA vs SPG
+106.0%
-129.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.9% |
| 7D | -7.3% | -1.2% | -6.1% | -5.5% |
| 30D | -14.2% | -6.1% | -8.0% | -4.8% |
| 3M | -4.6% | -3.6% | -0.9% | -0.3% |
| 6M | +36.9% | +10.4% | +26.5% | +12.7% |
| YTD | +42.5% | +14.4% | +28.2% | +9.3% |
| 1Y | +45.8% | +16.5% | +29.2% | +7.2% |
| 3Y | +104.7% | +106.8% | -2.1% | -41.1% |
| All | -23.0% | +106.0% | -129.1% | -76.1% |
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