+102.5%
TNA vs SPY
+75.5%
+27.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -1.0% |
| 7D | -7.6% | -2.0% | -5.6% | -1.1% |
| 30D | -13.6% | -1.7% | -12.0% | -8.4% |
| 3M | +2.8% | +4.7% | -1.9% | -11.3% |
| 6M | +34.5% | +12.5% | +22.0% | -5.7% |
| YTD | +41.0% | +11.7% | +29.3% | +2.5% |
| 1Y | +52.0% | +17.5% | +34.5% | -3.9% |
| All | +102.5% | +75.5% | +27.0% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling