-45.3%
TNA vs SPG
+84.0%
-129.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.6% |
| 7D | +3.7% | +2.0% | +1.7% | +0.5% |
| 30D | +4.4% | +17.2% | -12.9% | -20.3% |
| 3M | -26.7% | +6.3% | -33.0% | -34.0% |
| 6M | -12.8% | +18.7% | -31.5% | -36.5% |
| YTD | +22.7% | +30.1% | -7.4% | -24.7% |
| 1Y | +35.7% | +32.8% | +2.9% | -19.6% |
| 3Y | +134.6% | +133.6% | +1.0% | -47.4% |
| All | -45.3% | +84.0% | -129.3% | -80.2% |
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