-45.3%
TNA vs SPY
+72.1%
-117.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | +0.2% |
| 7D | +3.7% | +2.6% | +1.1% | -4.3% |
| 30D | +4.4% | -2.0% | +6.4% | +12.9% |
| 3M | -26.7% | -2.8% | -23.9% | -18.2% |
| 6M | -12.8% | +2.1% | -15.0% | -16.1% |
| YTD | +22.7% | +11.5% | +11.2% | -8.6% |
| 1Y | +35.7% | +13.5% | +22.2% | -3.7% |
| 3Y | +134.6% | +77.7% | +56.9% | -53.2% |
| All | -45.3% | +72.1% | -117.4% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling