+1,316.1%
TNA vs CF
+1,845.1%
-529.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +3.3% |
| 7D | -0.1% | +6.0% | -6.1% | -5.1% |
| 30D | -4.9% | +14.8% | -19.8% | -16.2% |
| 3M | +0.4% | +14.1% | -13.7% | -13.1% |
| 6M | +32.5% | +28.5% | +4.0% | -8.4% |
| YTD | +53.7% | +74.9% | -21.2% | -19.6% |
| 1Y | +65.1% | +61.7% | +3.4% | -8.5% |
| 3Y | +98.4% | +80.3% | +18.1% | -7.3% |
| 5Y | -22.5% | +226.0% | -248.4% | -82.0% |
| 10Y | +82.5% | +569.9% | -487.3% | -75.5% |
| All | +1,316.1% | +1,845.1% | -529.0% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling