+104.7%
TNA vs SPYG
+98.4%
+6.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | -0.8% |
| 7D | -7.3% | -0.9% | -6.4% | -5.3% |
| 30D | -14.2% | -1.5% | -12.7% | -11.0% |
| 3M | -4.6% | +3.7% | -8.3% | -12.4% |
| 6M | +36.9% | +16.4% | +20.5% | -1.6% |
| YTD | +42.5% | +13.3% | +29.2% | +9.7% |
| 1Y | +45.8% | +17.9% | +27.9% | +3.8% |
| 3Y | +104.7% | +98.3% | +6.3% | -56.6% |
| All | +104.7% | +98.4% | +6.3% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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