+36.0%
TSM vs TNA
+37.5%
-1.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -4.1% |
| 7D | -10.0% | +2.4% | -12.4% | -10.9% |
| 30D | -18.5% | -0.9% | -17.6% | -18.4% |
| 3M | -4.9% | -19.2% | +14.3% | +3.8% |
| 6M | -1.0% | -0.8% | -0.1% | -0.5% |
| YTD | +31.3% | +33.2% | -2.0% | +16.8% |
| 1Y | +36.0% | +38.5% | -2.5% | +20.1% |
| All | +36.0% | +37.5% | -1.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling