+1,029.9%
TNA vs CAPR
-98.1%
+1,128.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.9% | -0.7% |
| 7D | +3.7% | +5.9% | -2.2% | +3.4% |
| 30D | +4.4% | +44.6% | -40.2% | +2.5% |
| 3M | -26.7% | +126.4% | -153.0% | -29.9% |
| 6M | -12.8% | -68.6% | +55.8% | -11.5% |
| YTD | +22.7% | -67.0% | +89.6% | +23.9% |
| 1Y | +35.7% | +65.2% | -29.5% | +15.6% |
| 3Y | +134.6% | +235.6% | -101.0% | +84.0% |
| 5Y | -46.0% | +175.4% | -221.4% | -57.9% |
| 10Y | +38.0% | -65.0% | +103.0% | -0.4% |
| All | +1,029.9% | -98.1% | +1,128.0% | +816.5% |
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 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