-50.0%
TNA vs CF
+120.6%
-170.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | -7.0% | -3.2% | -3.8% | -6.4% |
| 30D | -6.4% | +4.3% | -10.8% | -8.3% |
| 3M | -25.7% | +2.8% | -28.5% | -27.4% |
| 6M | -19.7% | +0.6% | -20.3% | -22.3% |
| YTD | +18.3% | +56.6% | -38.4% | -14.2% |
| 1Y | +24.6% | +49.6% | -25.0% | -7.4% |
| 3Y | +112.8% | +61.5% | +51.3% | +45.0% |
| All | -50.0% | +120.6% | -170.6% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling