+11,728.4%
TSM vs TNA
+1,004.3%
+10,724.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.7% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +3.6% | -4.9% | +8.5% | +4.9% |
| 3M | -3.4% | +0.4% | -3.8% | -3.4% |
| 6M | +20.6% | +32.5% | -11.9% | +11.7% |
| YTD | +41.9% | +53.7% | -11.9% | +26.0% |
| 1Y | +84.4% | +65.1% | +19.3% | +59.7% |
| 3Y | +380.2% | +98.4% | +281.8% | +267.0% |
| 5Y | +275.3% | -22.5% | +297.8% | +231.3% |
| 10Y | +1,751.4% | +82.5% | +1,668.9% | +949.8% |
| All | +11,728.4% | +1,004.3% | +10,724.1% | +2,584.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling