+394.0%
CAH vs TNA
-23.3%
+417.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -5.1% | -7.3% | +2.2% | -4.6% |
| 30D | +0.2% | -14.2% | +14.3% | +1.3% |
| 3M | +6.3% | -4.6% | +10.9% | +6.5% |
| 6M | +9.4% | +36.9% | -27.5% | +6.0% |
| YTD | +15.0% | +42.5% | -27.6% | +10.7% |
| 1Y | +55.4% | +45.8% | +9.7% | +48.7% |
| 3Y | +173.8% | +104.7% | +69.2% | +141.8% |
| All | +394.0% | -23.3% | +417.3% | +367.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling