+1,498.7%
DLR vs TNA
+990.0%
+508.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +3.4% | +4.1% | -0.7% | +2.4% |
| 30D | -2.2% | -7.6% | +5.4% | -0.5% |
| 3M | +4.7% | +8.1% | -3.4% | +2.4% |
| 6M | +9.0% | +49.0% | -40.0% | -1.9% |
| YTD | +24.1% | +51.7% | -27.6% | +10.6% |
| 1Y | +20.9% | +59.6% | -38.7% | +5.4% |
| 3Y | +60.0% | +118.9% | -58.9% | +18.8% |
| 5Y | +35.3% | -19.2% | +54.5% | +15.1% |
| 10Y | +165.8% | +77.2% | +88.5% | +33.2% |
| All | +1,498.7% | +990.0% | +508.7% | +84.3% |
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