+38.5%
TNA vs COO
-7.7%
+46.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.9% | -1.5% | +1.6% |
| 7D | +2.4% | +8.4% | -6.0% | -1.4% |
| 30D | -0.9% | +13.5% | -14.4% | -6.8% |
| 3M | -19.2% | -13.8% | -5.5% | -12.0% |
| 6M | -0.8% | +4.7% | -5.6% | -7.9% |
| YTD | +33.2% | -21.4% | +54.6% | +75.7% |
| 1Y | +38.5% | -6.7% | +45.3% | +42.0% |
| All | +38.5% | -7.7% | +46.2% | +42.0% |
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