+37.1%
TNA vs COO
-12.9%
+50.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.3% |
| 7D | +7.7% | -2.1% | +9.8% | +8.9% |
| 30D | -0.7% | +13.9% | -14.6% | -6.5% |
| 3M | -25.4% | -18.9% | -6.4% | -15.9% |
| 6M | -11.8% | +3.7% | -15.6% | -19.0% |
| YTD | +23.9% | -24.1% | +48.1% | +66.7% |
| All | +37.1% | -12.9% | +50.0% | +64.7% |
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