+58.3%
DIA vs TNA
+105.9%
-47.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | 0.0% |
| 7D | -1.2% | -3.6% | +2.4% | -0.6% |
| 30D | -2.7% | -10.1% | +7.4% | -0.9% |
| 3M | +3.3% | +2.7% | +0.6% | +2.4% |
| 6M | +10.4% | +38.4% | -28.0% | +3.1% |
| YTD | +10.0% | +45.4% | -35.4% | +1.4% |
| 1Y | +16.2% | +55.9% | -39.8% | +5.0% |
| All | +58.3% | +105.9% | -47.6% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling