+989.4%
TNA vs CF
+1,641.5%
-652.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.2% |
| 7D | -7.0% | -3.2% | -3.8% | -5.9% |
| 30D | -6.4% | +4.3% | -10.8% | -11.6% |
| 3M | -25.7% | +2.8% | -28.5% | -30.6% |
| 6M | -19.7% | +0.6% | -20.3% | -26.9% |
| YTD | +18.3% | +56.6% | -38.4% | -34.5% |
| 1Y | +24.6% | +49.6% | -25.0% | -28.3% |
| 3Y | +112.8% | +61.5% | +51.3% | +6.2% |
| 5Y | -49.5% | +124.0% | -173.5% | -83.9% |
| 10Y | +76.4% | +573.2% | -496.8% | -77.1% |
| All | +989.4% | +1,641.5% | -652.1% | -72.6% |
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