+1,041.7%
TNA vs CP
+1,641.6%
-599.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -6.3% |
| 7D | +7.7% | +0.9% | +6.8% | +6.2% |
| 30D | -0.7% | +10.3% | -11.1% | -15.0% |
| 3M | -25.4% | +2.3% | -27.7% | -28.5% |
| 6M | -11.8% | +10.7% | -22.5% | -26.3% |
| YTD | +23.9% | +29.3% | -5.4% | -19.7% |
| 1Y | +25.6% | +31.5% | -5.9% | -20.2% |
| 3Y | +137.1% | +36.7% | +100.4% | +48.4% |
| 5Y | -45.4% | +26.8% | -72.2% | -58.7% |
| 10Y | +39.5% | +260.1% | -220.6% | -71.9% |
| All | +1,041.7% | +1,641.6% | -599.9% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling