+38.5%
TNA vs CAPR
+47.4%
-8.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.3% | -3.9% | +4.3% |
| 7D | +2.4% | +43.2% | -40.8% | +1.8% |
| 30D | -0.9% | +14.7% | -15.6% | -1.2% |
| 3M | -19.2% | +113.9% | -133.1% | -20.4% |
| 6M | -0.8% | -73.4% | +72.5% | 0.0% |
| YTD | +33.2% | -69.1% | +102.3% | +33.9% |
| 1Y | +38.5% | +47.2% | -8.7% | +32.9% |
| All | +38.5% | +47.4% | -8.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling