+1,316.1%
TNA vs SPG
+947.1%
+369.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.9% |
| 7D | -0.1% | -2.4% | +2.3% | +2.8% |
| 30D | -4.9% | -6.8% | +1.9% | +3.3% |
| 3M | +0.4% | +2.7% | -2.3% | -4.1% |
| 6M | +32.5% | +5.5% | +27.1% | +23.6% |
| YTD | +53.7% | +15.7% | +38.0% | +27.6% |
| 1Y | +65.1% | +20.9% | +44.2% | +29.8% |
| 3Y | +98.4% | +112.4% | -13.9% | -11.3% |
| 5Y | -22.5% | +101.4% | -123.8% | -57.7% |
| 10Y | +82.5% | +60.6% | +21.9% | +31.2% |
| All | +1,316.1% | +947.1% | +369.0% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling