+1,297.6%
TNA vs CRL
+1,084.1%
+213.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | +1.7% |
| 7D | +4.1% | -0.6% | +4.6% | +4.6% |
| 30D | -7.6% | +5.0% | -12.6% | -13.0% |
| 3M | +8.1% | +50.6% | -42.5% | -35.5% |
| 6M | +49.0% | +60.9% | -11.9% | -21.6% |
| YTD | +51.7% | +40.7% | +11.0% | -8.4% |
| 1Y | +59.6% | +73.3% | -13.7% | -26.8% |
| 3Y | +118.9% | +40.6% | +78.3% | +13.2% |
| 5Y | -19.2% | -37.0% | +17.8% | +13.9% |
| 10Y | +77.2% | +244.3% | -167.1% | -71.4% |
| All | +1,297.6% | +1,084.1% | +213.5% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling