+1,316.1%
TNA vs CAPR
-98.1%
+1,414.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | -0.1% | -2.0% | +1.9% | 0.0% |
| 30D | -4.9% | +139.2% | -144.1% | -9.1% |
| 3M | +0.4% | -66.4% | +66.7% | +2.0% |
| 6M | +32.5% | -63.1% | +95.7% | +34.0% |
| YTD | +53.7% | -67.4% | +121.2% | +56.0% |
| 1Y | +65.1% | +58.2% | +6.9% | +41.1% |
| 3Y | +98.4% | +42.2% | +56.2% | +61.9% |
| 5Y | -22.5% | +87.3% | -109.7% | -38.5% |
| 10Y | +82.5% | -75.3% | +157.8% | +32.7% |
| All | +1,316.1% | -98.1% | +1,414.2% | +1,053.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling