+1,316.1%
TNA vs CP
+1,582.7%
-266.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.2% |
| 7D | -0.1% | -2.7% | +2.6% | +4.1% |
| 30D | -4.9% | +0.2% | -5.1% | -5.4% |
| 3M | +0.4% | +2.6% | -2.2% | -5.2% |
| 6M | +32.5% | +6.0% | +26.6% | +19.4% |
| YTD | +53.7% | +24.9% | +28.8% | +5.6% |
| 1Y | +65.1% | +20.1% | +45.0% | +21.1% |
| 3Y | +98.4% | +16.4% | +82.1% | +60.6% |
| 5Y | -22.5% | +31.7% | -54.2% | -44.7% |
| 10Y | +82.5% | +223.9% | -141.3% | -56.7% |
| All | +1,316.1% | +1,582.7% | -266.6% | -83.5% |
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