+118.9%
TNA vs CAPR
+42.0%
+76.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.2% |
| 7D | +4.1% | -9.5% | +13.6% | +4.4% |
| 30D | -7.6% | +121.5% | -129.1% | -10.5% |
| 3M | +8.1% | -65.4% | +73.4% | +9.3% |
| 6M | +49.0% | -67.5% | +116.5% | +51.0% |
| YTD | +51.7% | -68.6% | +120.3% | +53.7% |
| 1Y | +59.6% | +42.7% | +16.9% | +42.0% |
| 3Y | +118.9% | +43.4% | +75.5% | +48.5% |
| All | +118.9% | +42.0% | +76.9% | +48.5% |
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