+65.1%
TNA vs COO
+4.1%
+61.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.7% |
| 7D | -0.1% | -2.2% | +2.1% | +1.4% |
| 30D | -4.9% | -7.0% | +2.1% | -0.6% |
| 3M | +0.4% | +12.2% | -11.8% | -9.9% |
| 6M | +32.5% | -15.1% | +47.6% | +60.1% |
| YTD | +53.7% | -15.1% | +68.8% | +86.1% |
| 1Y | +65.1% | +2.3% | +62.8% | +67.8% |
| All | +65.1% | +4.1% | +61.0% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling