+407.0%
TSM vs TNA
+105.9%
+301.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.5% |
| 7D | +4.8% | -3.6% | +8.4% | +6.0% |
| 30D | +4.0% | -10.1% | +14.1% | +7.5% |
| 3M | +2.0% | +2.7% | -0.7% | +1.2% |
| 6M | +25.5% | +38.4% | -12.9% | +13.2% |
| YTD | +44.0% | +45.4% | -1.4% | +27.4% |
| 1Y | +75.4% | +55.9% | +19.5% | +51.1% |
| All | +407.0% | +105.9% | +301.0% | +280.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling