+430.5%
TNA vs CG
+351.2%
+79.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +2.6% |
| 7D | -0.1% | -4.3% | +4.2% | +5.0% |
| 30D | -4.9% | -5.1% | +0.2% | 0.0% |
| 3M | +0.4% | +8.7% | -8.3% | -10.6% |
| 6M | +32.5% | -9.2% | +41.8% | +45.0% |
| YTD | +53.7% | -18.9% | +72.6% | +88.8% |
| 1Y | +65.1% | -25.6% | +90.7% | +124.4% |
| 3Y | +98.4% | +57.3% | +41.2% | +22.2% |
| 5Y | -22.5% | +10.2% | -32.6% | -22.2% |
| 10Y | +82.5% | +364.2% | -281.7% | -37.8% |
| All | +430.5% | +351.2% | +79.3% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling