+134.6%
TNA vs COMP
+423.6%
-289.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.8% |
| 7D | +3.7% | 0.0% | +3.7% | +3.8% |
| 30D | +4.4% | +16.6% | -12.2% | -2.7% |
| 3M | -26.7% | -23.5% | -3.1% | -17.9% |
| 6M | -12.8% | +25.7% | -38.6% | -23.4% |
| YTD | +22.7% | -3.4% | +26.1% | +18.1% |
| 1Y | +35.7% | +7.6% | +28.1% | +24.0% |
| 3Y | +134.6% | +423.6% | -289.0% | -18.5% |
| All | +134.6% | +423.6% | -289.0% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling