-22.5%
TNA vs CAPR
+76.3%
-98.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -3.9% |
| 7D | -3.6% | -12.6% | +9.0% | -3.0% |
| 30D | -10.1% | +124.4% | -134.5% | -13.9% |
| 3M | +2.7% | -66.8% | +69.5% | +4.5% |
| 6M | +38.4% | -71.8% | +110.2% | +41.9% |
| YTD | +45.4% | -70.1% | +115.5% | +48.3% |
| 1Y | +55.9% | +33.3% | +22.6% | +31.8% |
| 3Y | +109.8% | +36.7% | +73.1% | +35.1% |
| 5Y | -22.5% | +72.5% | -95.0% | -61.4% |
| All | -22.5% | +76.3% | -98.8% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling