+1,523.9%
CAH vs TNA
+944.8%
+579.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.5% |
| 7D | -2.2% | -3.6% | +1.4% | -1.6% |
| 30D | +1.2% | -10.1% | +11.2% | +3.0% |
| 3M | +13.1% | +2.7% | +10.4% | +12.0% |
| 6M | +8.5% | +38.4% | -29.9% | +0.7% |
| YTD | +17.6% | +45.4% | -27.8% | +7.5% |
| 1Y | +60.7% | +55.9% | +4.7% | +43.4% |
| 3Y | +183.2% | +109.8% | +73.3% | +117.5% |
| 5Y | +402.2% | -22.5% | +424.7% | +328.3% |
| 10Y | +302.3% | +87.5% | +214.8% | +132.3% |
| All | +1,523.9% | +944.8% | +579.2% | +370.6% |
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