-10.0%
TNA vs CAPR
-63.0%
+53.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +1.2% |
| 3M | -20.2% | +185.5% | -205.7% | -22.4% |
| 6M | -10.0% | -64.8% | +54.8% | +9.1% |
| All | -10.0% | -63.0% | +53.0% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling