+1,316.1%
TNA vs SPY
+1,139.1%
+177.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +2.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.4% |
| 30D | -4.9% | +0.1% | -5.0% | -4.9% |
| 3M | +0.4% | +2.0% | -1.6% | -5.1% |
| 6M | +32.5% | +13.0% | +19.5% | -9.3% |
| YTD | +53.7% | +13.5% | +40.2% | +4.7% |
| 1Y | +65.1% | +20.0% | +45.1% | -4.6% |
| 3Y | +98.4% | +77.2% | +21.3% | -63.6% |
| 5Y | -22.5% | +81.9% | -104.4% | -82.7% |
| 10Y | +82.5% | +314.1% | -231.5% | -95.7% |
| All | +1,316.1% | +1,139.1% | +177.0% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling