+303.4%
TNA vs CPAY
+1,533.9%
-1,230.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.7% |
| 7D | -7.6% | -2.7% | -4.9% | -4.5% |
| 30D | -13.6% | +0.6% | -14.2% | -14.7% |
| 3M | +2.8% | +17.0% | -14.2% | -17.6% |
| 6M | +34.5% | +24.1% | +10.4% | -2.9% |
| YTD | +41.0% | +35.7% | +5.3% | -13.0% |
| 1Y | +52.0% | +34.0% | +18.0% | -6.1% |
| 3Y | +103.5% | +50.3% | +53.2% | +15.3% |
| 5Y | -22.5% | +56.7% | -79.2% | -53.7% |
| 10Y | +81.9% | +153.9% | -72.1% | -23.8% |
| All | +303.4% | +1,533.9% | -1,230.5% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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