+52.0%
TNA vs CAPR
+26.9%
+25.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -3.0% |
| 7D | -7.6% | -10.6% | +3.0% | -7.4% |
| 30D | -13.6% | +111.2% | -124.8% | -14.9% |
| 3M | +2.8% | -67.2% | +70.1% | +3.5% |
| 6M | +34.5% | -75.1% | +109.7% | +36.0% |
| YTD | +41.0% | -71.2% | +112.3% | +42.2% |
| 1Y | +52.0% | +31.1% | +20.9% | +50.6% |
| All | +52.0% | +26.9% | +25.1% | +50.6% |
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 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