+91.6%
TNA vs CNH
+36.2%
+55.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | +3.7% | +3.0% | +0.7% | +0.3% |
| 30D | +4.4% | -0.6% | +5.0% | +4.6% |
| 3M | -26.7% | +14.6% | -41.3% | -40.1% |
| 6M | -12.8% | +11.8% | -24.6% | -29.2% |
| YTD | +22.7% | +30.4% | -7.8% | -17.6% |
| 1Y | +35.7% | +19.1% | +16.6% | +0.8% |
| 3Y | +134.6% | +30.2% | +104.4% | +61.7% |
| 5Y | -46.0% | -17.8% | -28.2% | -34.7% |
| 10Y | +38.0% | +103.9% | -65.9% | -18.2% |
| All | +91.6% | +36.2% | +55.4% | +34.3% |
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