+76.5%
TNA vs COO
+17.0%
+59.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.7% |
| 7D | -7.3% | -22.5% | +15.3% | +23.9% |
| 30D | -14.2% | -29.7% | +15.6% | +29.2% |
| 3M | -4.6% | -20.1% | +15.6% | +20.2% |
| 6M | +36.9% | -26.9% | +63.8% | +89.1% |
| YTD | +42.5% | -34.2% | +76.8% | +126.8% |
| 1Y | +45.8% | -21.3% | +67.0% | +80.6% |
| 3Y | +104.7% | -38.7% | +143.3% | +233.1% |
| 5Y | -21.7% | -52.2% | +30.5% | +96.2% |
| All | +76.5% | +17.0% | +59.6% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling