+865.0%
DIA vs TNA
+781.2%
+83.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | +2.1% | +3.7% | -1.6% | +1.2% |
| 30D | +1.5% | +4.4% | -2.9% | +0.2% |
| 3M | -2.4% | -26.7% | +24.2% | +3.6% |
| 6M | +6.0% | -12.8% | +18.8% | +7.7% |
| YTD | +10.1% | +22.7% | -12.6% | +2.9% |
| 1Y | +11.8% | +35.7% | -23.9% | +1.9% |
| 3Y | +59.7% | +134.6% | -74.9% | +19.1% |
| 5Y | +57.9% | -46.0% | +103.9% | +47.7% |
| 10Y | +236.2% | +38.0% | +198.2% | +105.4% |
| All | +865.0% | +781.2% | +83.8% | +164.5% |
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