+475.0%
DINO vs TNA
+86.1%
+388.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +2.3% | -7.3% | +9.6% | +4.7% |
| 30D | +22.6% | -14.2% | +36.8% | +28.4% |
| 3M | +55.2% | -4.6% | +59.8% | +56.0% |
| 6M | +93.8% | +36.9% | +56.8% | +68.4% |
| YTD | +139.5% | +42.5% | +97.0% | +103.5% |
| 1Y | +115.3% | +45.8% | +69.5% | +78.3% |
| 3Y | +98.8% | +104.7% | -5.9% | +29.9% |
| 5Y | +333.5% | -21.7% | +355.2% | +242.9% |
| All | +475.0% | +86.1% | +388.9% | +124.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling