-22.5%
TNA vs CRL
-37.6%
+15.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -3.4% |
| 7D | -3.6% | -4.6% | +1.0% | +0.1% |
| 30D | -10.1% | +0.5% | -10.5% | -10.5% |
| 3M | +2.7% | +46.6% | -43.9% | -27.3% |
| 6M | +38.4% | +57.3% | -18.9% | -10.2% |
| YTD | +45.4% | +39.5% | +5.9% | +3.8% |
| 1Y | +55.9% | +76.9% | -20.9% | -11.1% |
| 3Y | +109.8% | +39.4% | +70.5% | +44.3% |
| 5Y | -22.5% | -37.2% | +14.7% | -14.8% |
| All | -22.5% | -37.6% | +15.1% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling