+57.9%
DIA vs TNA
-46.7%
+104.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | +2.1% | +3.7% | -1.6% | +1.3% |
| 30D | +1.5% | +4.4% | -2.9% | +0.4% |
| 3M | -2.4% | -26.7% | +24.2% | +2.8% |
| 6M | +6.0% | -12.8% | +18.8% | +7.5% |
| YTD | +10.1% | +22.7% | -12.6% | +3.8% |
| 1Y | +11.8% | +35.7% | -23.9% | +3.2% |
| 3Y | +59.7% | +134.6% | -74.9% | +23.6% |
| All | +57.9% | -46.7% | +104.6% | +48.1% |
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