-22.5%
TNA vs COO
-44.2%
+21.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.2% | +2.1% | +3.0% |
| 7D | -3.6% | -9.0% | +5.4% | +7.0% |
| 30D | -10.1% | -16.8% | +6.8% | +10.4% |
| 3M | +2.7% | -7.5% | +10.2% | +10.0% |
| 6M | +38.4% | -16.3% | +54.7% | +64.7% |
| YTD | +45.4% | -22.5% | +68.0% | +91.2% |
| 1Y | +55.9% | -7.0% | +62.9% | +61.7% |
| 3Y | +109.8% | -27.5% | +137.3% | +178.6% |
| 5Y | -22.5% | -43.3% | +20.8% | +50.7% |
| All | -22.5% | -44.2% | +21.7% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling