+99.6%
DE vs TNA
-23.3%
+122.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -2.6% | -7.3% | +4.7% | -1.0% |
| 30D | +9.0% | -14.2% | +23.2% | +12.4% |
| 3M | +19.1% | -4.6% | +23.7% | +19.8% |
| 6M | +14.4% | +36.9% | -22.5% | +5.3% |
| YTD | +45.9% | +42.5% | +3.4% | +32.6% |
| 1Y | +43.6% | +45.8% | -2.2% | +28.3% |
| 3Y | +75.9% | +104.7% | -28.8% | +34.4% |
| All | +99.6% | -23.3% | +122.9% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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