+32.7%
TNA vs CF
+479.1%
-446.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | +3.7% | +4.8% | -1.1% | +0.3% |
| 30D | +4.4% | +4.7% | -0.3% | -0.7% |
| 3M | -26.7% | +7.4% | -34.1% | -32.8% |
| 6M | -12.8% | +0.6% | -13.4% | -18.9% |
| YTD | +22.7% | +64.1% | -41.4% | -32.5% |
| 1Y | +35.7% | +51.4% | -15.7% | -20.2% |
| 3Y | +134.6% | +67.8% | +66.8% | +16.9% |
| 5Y | -46.0% | +114.1% | -160.1% | -82.3% |
| All | +32.7% | +479.1% | -446.4% | -77.0% |
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