+76.5%
TNA vs SPY
+322.5%
-245.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | -1.7% |
| 7D | -7.3% | -0.8% | -6.5% | -4.8% |
| 30D | -14.2% | -1.1% | -13.1% | -10.9% |
| 3M | -4.6% | +3.9% | -8.4% | -15.3% |
| 6M | +36.9% | +13.6% | +23.3% | -6.2% |
| YTD | +42.5% | +12.7% | +29.9% | +1.7% |
| 1Y | +45.8% | +17.5% | +28.3% | -7.0% |
| 3Y | +104.7% | +76.9% | +27.7% | -57.9% |
| 5Y | -21.7% | +83.6% | -105.3% | -80.9% |
| All | +76.5% | +322.5% | -245.9% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling