+115.0%
TNA vs CAI
-11.0%
+126.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -1.0% | -3.2% |
| 7D | -3.6% | -3.1% | -0.5% | -2.7% |
| 30D | -10.1% | +2.7% | -12.7% | -11.1% |
| 3M | +2.7% | +41.7% | -39.0% | -9.0% |
| 6M | +38.4% | +26.5% | +11.9% | +24.7% |
| YTD | +45.4% | -10.9% | +56.4% | +43.3% |
| 1Y | +55.9% | -29.2% | +85.2% | +62.0% |
| All | +115.0% | -11.0% | +126.0% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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