-42.5%
TNA vs CAPR
+219.7%
-262.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +26.5% | -23.8% | +1.4% |
| 7D | -2.1% | +25.8% | -27.9% | -3.3% |
| 30D | +3.1% | +50.2% | -47.1% | +1.0% |
| 3M | -20.2% | +185.5% | -205.7% | -24.7% |
| 6M | -10.0% | -64.8% | +54.8% | -8.9% |
| YTD | +30.3% | -61.1% | +91.5% | +30.9% |
| 1Y | +31.1% | +81.0% | -49.9% | +9.4% |
| 3Y | +149.4% | +300.7% | -151.4% | +33.5% |
| 5Y | -42.5% | +223.3% | -265.8% | -73.7% |
| All | -42.5% | +219.7% | -262.1% | -73.7% |
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