+76.5%
TNA vs CAPR
-78.4%
+155.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.0% |
| 7D | -7.3% | -11.0% | +3.7% | -6.7% |
| 30D | -14.2% | +99.8% | -113.9% | -18.3% |
| 3M | -4.6% | -66.6% | +62.0% | -2.5% |
| 6M | +36.9% | -75.1% | +112.0% | +42.1% |
| YTD | +42.5% | -71.0% | +113.5% | +46.2% |
| 1Y | +45.8% | +30.0% | +15.8% | +18.5% |
| 3Y | +104.7% | +29.0% | +75.7% | +51.7% |
| 5Y | -21.7% | +70.8% | -92.5% | -44.9% |
| All | +76.5% | -78.4% | +155.0% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling