+27.6%
CAVA vs TNA
+94.1%
-66.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | -8.0% | -7.3% | -0.8% | -5.1% |
| 30D | -19.6% | -14.2% | -5.4% | -14.3% |
| 3M | -36.7% | -4.6% | -32.1% | -35.8% |
| 6M | -30.6% | +36.9% | -67.5% | -40.6% |
| YTD | -4.8% | +42.5% | -47.3% | -20.3% |
| 1Y | -13.1% | +45.8% | -58.9% | -29.0% |
| 3Y | +48.8% | +104.7% | -55.9% | -4.3% |
| All | +27.6% | +94.1% | -66.5% | -10.2% |
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 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