+142.9%
TNA vs CP
+31.7%
+111.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.7% |
| 7D | -0.5% | +2.8% | -3.3% | -3.9% |
| 30D | -0.7% | +11.0% | -11.8% | -14.3% |
| 3M | -21.5% | +3.8% | -25.3% | -25.8% |
| 6M | -11.2% | +9.5% | -20.7% | -23.4% |
| YTD | +27.0% | +28.2% | -1.2% | -14.4% |
| 1Y | +28.0% | +33.0% | -4.9% | -18.1% |
| 3Y | +142.9% | +35.5% | +107.4% | +46.3% |
| All | +142.9% | +31.7% | +111.2% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling