+1,041.7%
TNA vs COO
+1,666.7%
-625.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -3.5% |
| 7D | +7.7% | -2.1% | +9.8% | +10.6% |
| 30D | -0.7% | +13.9% | -14.6% | -15.6% |
| 3M | -25.4% | -18.9% | -6.4% | -7.3% |
| 6M | -11.8% | +3.7% | -15.6% | -22.9% |
| YTD | +23.9% | -24.1% | +48.1% | +61.7% |
| 1Y | +25.6% | -14.2% | +39.8% | +39.9% |
| 3Y | +137.1% | -24.5% | +161.6% | +194.3% |
| 5Y | -45.4% | -40.4% | -5.0% | +1.1% |
| 10Y | +39.5% | +40.5% | -1.0% | +7.1% |
| All | +1,041.7% | +1,666.7% | -625.0% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling