+1,779.8%
TSM vs TNA
+86.1%
+1,693.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +1.0% | -7.3% | +8.3% | +3.1% |
| 30D | +1.0% | -14.2% | +15.1% | +5.1% |
| 3M | +2.9% | -4.6% | +7.5% | +4.2% |
| 6M | +22.8% | +36.9% | -14.1% | +12.5% |
| YTD | +43.3% | +42.5% | +0.8% | +29.3% |
| 1Y | +69.2% | +45.8% | +23.4% | +50.7% |
| 3Y | +404.5% | +104.7% | +299.9% | +278.7% |
| 5Y | +282.2% | -21.7% | +303.9% | +233.2% |
| All | +1,779.8% | +86.1% | +1,693.7% | +1,059.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling