-21.9%
TNA vs COMP
-47.7%
+25.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -0.1% | +1.4% | -1.5% | -0.7% |
| 30D | -4.9% | -13.3% | +8.4% | +1.0% |
| 3M | +0.4% | +41.1% | -40.7% | -14.9% |
| 6M | +32.5% | +17.2% | +15.4% | +19.4% |
| YTD | +53.7% | +5.2% | +48.5% | +43.6% |
| 1Y | +65.1% | +18.9% | +46.2% | +43.8% |
| 3Y | +98.4% | +215.9% | -117.5% | +1.7% |
| 5Y | -22.5% | -31.2% | +8.7% | -34.6% |
| All | -21.9% | -47.7% | +25.8% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling