-22.9%
TNA vs COMP
-49.4%
+26.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | +0.2% |
| 7D | +4.1% | +4.1% | 0.0% | +2.2% |
| 30D | -7.6% | -14.5% | +6.9% | -1.3% |
| 3M | +8.1% | +41.8% | -33.7% | -8.7% |
| 6M | +49.0% | +23.6% | +25.4% | +31.0% |
| YTD | +51.7% | +1.7% | +50.0% | +43.8% |
| 1Y | +59.6% | +12.6% | +47.1% | +42.4% |
| 3Y | +118.9% | +221.9% | -103.0% | +11.5% |
| 5Y | -19.2% | -28.1% | +9.0% | -32.7% |
| All | -22.9% | -49.4% | +26.5% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded COMP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling