+1,316.1%
TNA vs COO
+1,876.9%
-560.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +2.6% |
| 7D | -0.1% | -2.2% | +2.1% | +2.7% |
| 30D | -4.9% | -7.0% | +2.1% | +3.5% |
| 3M | +0.4% | +12.2% | -11.8% | -16.8% |
| 6M | +32.5% | -15.1% | +47.6% | +56.3% |
| YTD | +53.7% | -15.1% | +68.8% | +81.6% |
| 1Y | +65.1% | +2.3% | +62.8% | +52.5% |
| 3Y | +98.4% | -23.7% | +122.1% | +154.8% |
| 5Y | -22.5% | -38.9% | +16.4% | +44.5% |
| 10Y | +82.5% | +49.9% | +32.6% | +34.5% |
| All | +1,316.1% | +1,876.9% | -560.8% | -44.2% |
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