+104.7%
TNA vs CRL
+38.6%
+66.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | -0.3% |
| 7D | -7.3% | -3.5% | -3.7% | -4.8% |
| 30D | -14.2% | -2.1% | -12.0% | -12.8% |
| 3M | -4.6% | +48.0% | -52.5% | -30.4% |
| 6M | +36.9% | +64.7% | -27.8% | -10.1% |
| YTD | +42.5% | +39.5% | +3.1% | +6.1% |
| 1Y | +45.8% | +74.2% | -28.4% | -10.7% |
| 3Y | +104.7% | +39.4% | +65.3% | +45.4% |
| All | +104.7% | +38.6% | +66.0% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling