+77.2%
TNA vs CF
+589.1%
-511.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.8% |
| 7D | +4.1% | -0.9% | +5.0% | +4.7% |
| 30D | -7.6% | +18.1% | -25.7% | -19.1% |
| 3M | +8.1% | +23.4% | -15.3% | -10.4% |
| 6M | +49.0% | +17.1% | +31.9% | +15.4% |
| YTD | +51.7% | +76.2% | -24.5% | -18.2% |
| 1Y | +59.6% | +62.3% | -2.6% | -8.7% |
| 3Y | +118.9% | +71.8% | +47.1% | +11.1% |
| 5Y | -19.2% | +234.6% | -253.7% | -82.4% |
| 10Y | +77.2% | +574.3% | -497.0% | -71.8% |
| All | +77.2% | +589.1% | -511.9% | -71.8% |
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