+1,069.7%
TNA vs CP
+1,626.7%
-557.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.7% |
| 7D | -0.5% | +2.8% | -3.3% | -4.4% |
| 30D | -0.7% | +11.0% | -11.8% | -15.9% |
| 3M | -21.5% | +3.8% | -25.3% | -26.4% |
| 6M | -11.2% | +9.5% | -20.7% | -24.6% |
| YTD | +27.0% | +28.2% | -1.2% | -16.6% |
| 1Y | +28.0% | +33.0% | -4.9% | -20.0% |
| 3Y | +142.9% | +35.5% | +107.4% | +54.2% |
| 5Y | -42.6% | +25.8% | -68.4% | -56.0% |
| 10Y | +53.3% | +250.7% | -197.5% | -67.9% |
| All | +1,069.7% | +1,626.7% | -557.0% | -86.9% |
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