+76.5%
TNA vs CNH
+158.6%
-82.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.4% |
| 7D | -7.3% | -5.7% | -1.6% | -1.2% |
| 30D | -14.2% | +26.6% | -40.7% | -37.4% |
| 3M | -4.6% | +31.1% | -35.6% | -34.8% |
| 6M | +36.9% | +24.9% | +12.1% | -3.2% |
| YTD | +42.5% | +48.7% | -6.2% | -19.8% |
| 1Y | +45.8% | +22.2% | +23.6% | +3.6% |
| 3Y | +104.7% | +7.4% | +97.2% | +72.5% |
| 5Y | -21.7% | +10.8% | -32.5% | -33.9% |
| All | +76.5% | +158.6% | -82.0% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling