+11.8%
CRM vs TNA
+101.9%
-90.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.7% |
| 7D | -4.4% | -7.3% | +2.8% | -3.1% |
| 30D | +28.1% | -14.2% | +42.3% | +31.7% |
| 3M | +48.8% | -4.6% | +53.4% | +49.3% |
| 6M | +28.3% | +36.9% | -8.7% | +17.6% |
| YTD | -6.0% | +42.5% | -48.6% | -15.2% |
| 1Y | +1.4% | +45.8% | -44.3% | -9.9% |
| 3Y | +11.8% | +104.7% | -92.8% | -13.1% |
| All | +11.8% | +101.9% | -90.0% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling