+38.5%
TNA vs CRL
+85.3%
-46.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.3% | +11.7% | +7.6% |
| 7D | +2.4% | -12.8% | +15.2% | +8.5% |
| 30D | -0.9% | +5.0% | -5.9% | -4.0% |
| 3M | -19.2% | +39.4% | -58.6% | -32.2% |
| 6M | -0.8% | +89.4% | -90.2% | -30.7% |
| YTD | +33.2% | +63.6% | -30.4% | +0.7% |
| 1Y | +38.5% | +83.5% | -44.9% | -3.5% |
| All | +38.5% | +85.3% | -46.8% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling