+322.0%
CMG vs TNA
+86.1%
+235.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -2.1% | -7.3% | +5.2% | -0.4% |
| 30D | +10.9% | -14.2% | +25.1% | +14.6% |
| 3M | +15.8% | -4.6% | +20.4% | +16.4% |
| 6M | +6.9% | +36.9% | -30.0% | -2.2% |
| YTD | -2.2% | +42.5% | -44.7% | -11.7% |
| 1Y | -7.1% | +45.8% | -52.9% | -17.2% |
| 3Y | -7.1% | +104.7% | -111.8% | -30.1% |
| 5Y | -4.8% | -21.7% | +16.9% | -17.7% |
| All | +322.0% | +86.1% | +235.9% | +140.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling