+4,490.3%
CRM vs TNA
+924.1%
+3,566.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.6% |
| 7D | -4.4% | -7.3% | +2.8% | -2.3% |
| 30D | +28.1% | -14.2% | +42.3% | +33.9% |
| 3M | +48.8% | -4.6% | +53.4% | +49.6% |
| 6M | +28.3% | +36.9% | -8.7% | +12.8% |
| YTD | -6.0% | +42.5% | -48.6% | -19.2% |
| 1Y | +1.4% | +45.8% | -44.3% | -14.6% |
| 3Y | +11.8% | +104.7% | -92.8% | -24.4% |
| 5Y | -2.0% | -21.7% | +19.7% | -18.8% |
| 10Y | +239.6% | +83.8% | +155.8% | +53.3% |
| All | +4,490.3% | +924.1% | +3,566.2% | +628.1% |
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 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