+1,100.7%
TNA vs CAPR
-97.8%
+1,198.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +26.5% | -23.8% | +1.5% |
| 7D | -2.1% | +25.8% | -27.9% | -3.2% |
| 30D | +3.1% | +50.2% | -47.1% | +1.1% |
| 3M | -20.2% | +185.5% | -205.7% | -24.5% |
| 6M | -10.0% | -64.8% | +54.8% | -9.1% |
| YTD | +30.3% | -61.1% | +91.5% | +30.8% |
| 1Y | +31.1% | +81.0% | -49.9% | +11.4% |
| 3Y | +149.4% | +300.7% | -151.4% | +94.1% |
| 5Y | -42.5% | +223.3% | -265.8% | -55.5% |
| 10Y | +46.7% | -58.8% | +105.4% | +5.1% |
| All | +1,100.7% | -97.8% | +1,198.4% | +867.1% |
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 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