+38.5%
TNA vs CP
+35.2%
+3.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.9% | +1.3% |
| 7D | +2.4% | +5.6% | -3.1% | -2.5% |
| 30D | -0.9% | +10.0% | -10.9% | -9.4% |
| 3M | -19.2% | +4.4% | -23.6% | -22.4% |
| 6M | -0.8% | +14.1% | -14.9% | -14.2% |
| YTD | +33.2% | +29.1% | +4.2% | +2.3% |
| 1Y | +38.5% | +34.6% | +4.0% | -2.2% |
| All | +38.5% | +35.2% | +3.3% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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