+74.7%
TNA vs CPB
-45.5%
+120.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -1.8% |
| 7D | -7.6% | -5.4% | -2.2% | -6.2% |
| 30D | -13.6% | -7.8% | -5.8% | -11.8% |
| 3M | +2.8% | -6.9% | +9.8% | +4.2% |
| 6M | +34.5% | -12.2% | +46.7% | +38.3% |
| YTD | +41.0% | -21.1% | +62.1% | +48.9% |
| 1Y | +52.0% | -33.5% | +85.5% | +69.5% |
| 3Y | +103.5% | -43.2% | +146.6% | +134.0% |
| 5Y | -22.5% | -40.9% | +18.4% | -13.4% |
| All | +74.7% | -45.5% | +120.1% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling