+1,199.2%
TNA vs SPYG
+1,649.6%
-450.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -0.5% |
| 7D | -7.6% | -1.8% | -5.8% | -2.3% |
| 30D | -13.6% | -1.9% | -11.7% | -8.4% |
| 3M | +2.8% | +5.2% | -2.3% | -12.2% |
| 6M | +34.5% | +15.6% | +19.0% | -11.8% |
| YTD | +41.0% | +12.4% | +28.6% | +0.9% |
| 1Y | +52.0% | +17.5% | +34.6% | -3.7% |
| 3Y | +103.5% | +98.1% | +5.4% | -72.0% |
| 5Y | -22.5% | +84.9% | -107.4% | -84.0% |
| 10Y | +81.9% | +417.7% | -335.8% | -98.3% |
| All | +1,199.2% | +1,649.6% | -450.4% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling