+2,976.2%
DE vs TNA
+944.8%
+2,031.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.7% |
| 7D | -3.0% | -3.6% | +0.6% | -2.0% |
| 30D | +11.1% | -10.1% | +21.2% | +14.2% |
| 3M | +17.6% | +2.7% | +14.9% | +15.9% |
| 6M | +13.6% | +38.4% | -24.8% | +1.4% |
| YTD | +46.3% | +45.4% | +0.8% | +27.9% |
| 1Y | +44.2% | +55.9% | -11.8% | +21.5% |
| 3Y | +76.6% | +109.8% | -33.2% | +22.2% |
| 5Y | +98.2% | -22.5% | +120.7% | +62.2% |
| 10Y | +863.5% | +87.5% | +776.0% | +351.4% |
| All | +2,976.2% | +944.8% | +2,031.4% | +311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling