+140.1%
TNA vs CNH
+64.7%
+75.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -3.6% |
| 7D | -0.1% | +23.3% | -23.4% | -21.3% |
| 30D | -4.9% | +33.5% | -38.4% | -32.5% |
| 3M | +0.4% | +32.7% | -32.3% | -29.6% |
| 6M | +32.5% | +22.2% | +10.4% | +0.3% |
| YTD | +53.7% | +57.7% | -4.0% | -13.6% |
| 1Y | +65.1% | +28.0% | +37.1% | +16.5% |
| 3Y | +98.4% | +11.5% | +86.9% | +67.2% |
| 5Y | -22.5% | +11.9% | -34.3% | -30.9% |
| 10Y | +82.5% | +162.8% | -80.3% | -13.1% |
| All | +140.1% | +64.7% | +75.4% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling