+28.0%
TNA vs CF
+50.8%
-22.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.6% | -1.0% |
| 7D | -0.5% | +4.8% | -5.2% | +2.1% |
| 30D | -0.7% | +9.7% | -10.4% | +3.8% |
| 3M | -21.5% | +1.2% | -22.7% | -19.6% |
| 6M | -11.2% | +7.4% | -18.6% | -6.6% |
| YTD | +27.0% | +60.5% | -33.6% | +10.1% |
| 1Y | +28.0% | +50.7% | -22.7% | +17.4% |
| All | +28.0% | +50.8% | -22.8% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling