+864.2%
DIA vs TNA
+944.8%
-80.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.1% |
| 7D | -1.2% | -3.6% | +2.4% | -0.5% |
| 30D | -2.7% | -10.1% | +7.4% | -0.6% |
| 3M | +3.3% | +2.7% | +0.6% | +2.2% |
| 6M | +10.4% | +38.4% | -28.0% | +1.7% |
| YTD | +10.0% | +45.4% | -35.4% | -0.3% |
| 1Y | +16.2% | +55.9% | -39.8% | +2.7% |
| 3Y | +58.7% | +109.8% | -51.1% | +21.4% |
| 5Y | +63.6% | -22.5% | +86.1% | +41.5% |
| 10Y | +251.0% | +87.5% | +163.5% | +101.2% |
| All | +864.2% | +944.8% | -80.5% | +156.2% |
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