+118.9%
TNA vs CP
+20.4%
+98.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.6% |
| 7D | +4.1% | +2.4% | +1.6% | +0.7% |
| 30D | -7.6% | -0.5% | -7.1% | -7.2% |
| 3M | +8.1% | +1.4% | +6.7% | +4.4% |
| 6M | +49.0% | +10.3% | +38.7% | +27.0% |
| YTD | +51.7% | +24.3% | +27.4% | +7.1% |
| 1Y | +59.6% | +20.4% | +39.2% | +18.8% |
| 3Y | +118.9% | +21.8% | +97.1% | +56.8% |
| All | +118.9% | +20.4% | +98.5% | +56.8% |
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 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