+34.0%
TNA vs CF
+478.3%
-444.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.9% |
| 7D | +7.7% | +5.4% | +2.4% | +3.7% |
| 30D | -0.7% | +6.5% | -7.2% | -6.8% |
| 3M | -25.4% | +4.6% | -30.0% | -30.3% |
| 6M | -11.8% | -3.3% | -8.5% | -15.6% |
| YTD | +23.9% | +63.9% | -39.9% | -31.7% |
| 1Y | +25.6% | +50.4% | -24.9% | -25.8% |
| 3Y | +137.1% | +68.2% | +68.9% | +17.8% |
| 5Y | -45.4% | +113.8% | -159.3% | -82.1% |
| All | +34.0% | +478.3% | -444.2% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling