+4,326.3%
CMG vs TNA
+944.8%
+3,381.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.5% |
| 7D | -6.5% | -3.6% | -2.9% | -5.7% |
| 30D | +12.1% | -10.1% | +22.2% | +14.8% |
| 3M | +20.6% | +2.7% | +17.9% | +19.1% |
| 6M | +2.1% | +38.4% | -36.3% | -7.3% |
| YTD | -2.6% | +45.4% | -48.1% | -12.9% |
| 1Y | -8.7% | +55.9% | -64.6% | -20.4% |
| 3Y | -7.4% | +109.8% | -117.2% | -31.7% |
| 5Y | -5.7% | -22.5% | +16.8% | -18.7% |
| 10Y | +322.3% | +87.5% | +234.8% | +125.8% |
| All | +4,326.3% | +944.8% | +3,381.5% | +813.8% |
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