+118.9%
TNA vs COO
-23.3%
+142.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | +1.1% |
| 7D | +4.1% | -2.3% | +6.4% | +6.1% |
| 30D | -7.6% | -8.8% | +1.2% | -0.3% |
| 3M | +8.1% | +1.3% | +6.7% | +5.4% |
| 6M | +49.0% | -11.6% | +60.6% | +64.5% |
| YTD | +51.7% | -17.4% | +69.1% | +79.7% |
| 1Y | +59.6% | -1.6% | +61.2% | +59.2% |
| 3Y | +118.9% | -22.6% | +141.5% | +150.3% |
| All | +118.9% | -23.3% | +142.2% | +150.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling