+120.3%
TNA vs CF
+77.0%
+43.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +1.1% |
| 7D | -0.1% | +6.0% | -6.1% | -0.8% |
| 30D | -4.9% | +14.8% | -19.8% | -6.6% |
| 3M | +0.4% | +14.1% | -13.7% | -1.7% |
| 6M | +32.5% | +28.5% | +4.0% | +16.9% |
| YTD | +53.7% | +74.9% | -21.2% | +15.6% |
| 1Y | +65.1% | +61.7% | +3.4% | +28.7% |
| All | +120.3% | +77.0% | +43.3% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling