+45.8%
TNA vs CG
-33.8%
+79.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +2.6% |
| 7D | -7.3% | -9.9% | +2.6% | +1.5% |
| 30D | -14.2% | -11.7% | -2.5% | -4.9% |
| 3M | -4.6% | -4.3% | -0.3% | -2.3% |
| 6M | +36.9% | -8.8% | +45.7% | +46.9% |
| YTD | +42.5% | -26.9% | +69.4% | +87.6% |
| 1Y | +45.8% | -35.4% | +81.2% | +109.8% |
| All | +45.8% | -33.8% | +79.6% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling