+149.3%
TNA vs CAPR
+299.3%
-150.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +26.5% | -23.8% | +1.8% |
| 7D | -2.1% | +25.8% | -27.9% | -2.9% |
| 30D | +3.1% | +50.2% | -47.1% | +1.6% |
| 3M | -20.2% | +185.5% | -205.7% | -23.3% |
| 6M | -10.0% | -64.8% | +54.8% | -9.3% |
| YTD | +30.3% | -61.1% | +91.5% | +30.7% |
| 1Y | +31.1% | +81.0% | -49.9% | +16.6% |
| All | +149.3% | +299.3% | -150.0% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling