+87.5%
TNA vs CP
+224.3%
-136.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -2.3% |
| 7D | -3.6% | +0.6% | -4.2% | -4.5% |
| 30D | -10.1% | -0.5% | -9.6% | -9.6% |
| 3M | +2.7% | +0.1% | +2.6% | +0.8% |
| 6M | +38.4% | +7.8% | +30.6% | +20.2% |
| YTD | +45.4% | +22.9% | +22.6% | +0.7% |
| 1Y | +55.9% | +21.3% | +34.6% | +10.7% |
| 3Y | +109.8% | +20.4% | +89.5% | +57.1% |
| 5Y | -22.5% | +34.9% | -57.4% | -49.0% |
| 10Y | +87.5% | +233.3% | -145.8% | -54.8% |
| All | +87.5% | +224.3% | -136.8% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling