+32.5%
TNA vs CF
+27.0%
+5.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | -1.0% |
| 7D | -0.1% | +6.0% | -6.1% | +3.3% |
| 30D | -4.9% | +14.8% | -19.8% | +3.1% |
| 3M | +0.4% | +14.1% | -13.7% | +9.1% |
| 6M | +32.5% | +28.5% | +4.0% | +60.7% |
| All | +32.5% | +27.0% | +5.6% | +60.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling