+1,316.1%
TNA vs CPB
+2.3%
+1,313.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +2.9% |
| 7D | -0.1% | -8.6% | +8.5% | +5.4% |
| 30D | -4.9% | -7.2% | +2.3% | -0.9% |
| 3M | +0.4% | +0.9% | -0.5% | -2.4% |
| 6M | +32.5% | -11.8% | +44.3% | +39.3% |
| YTD | +53.7% | -19.4% | +73.1% | +69.3% |
| 1Y | +65.1% | -30.4% | +95.5% | +99.2% |
| 3Y | +98.4% | -40.2% | +138.6% | +151.1% |
| 5Y | -22.5% | -39.5% | +17.0% | -8.2% |
| 10Y | +82.5% | -47.4% | +129.9% | +118.4% |
| All | +1,316.1% | +2.3% | +1,313.8% | +395.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling