-50.0%
TNA vs COMP
-17.6%
-32.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.7% | -8.0% | -2.0% |
| 7D | -7.0% | +13.4% | -20.4% | -12.1% |
| 30D | -6.4% | +11.1% | -17.5% | -11.0% |
| 3M | -25.7% | -18.8% | -6.8% | -19.1% |
| 6M | -19.7% | +10.5% | -30.2% | -25.0% |
| YTD | +18.3% | -3.4% | +21.7% | +14.1% |
| 1Y | +24.6% | +19.7% | +4.9% | +8.8% |
| 3Y | +112.8% | +381.6% | -268.8% | -9.9% |
| All | -50.0% | -17.6% | -32.4% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling