-12.1%
DOW vs TNA
+6.9%
-19.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.4% |
| 7D | -1.4% | -7.3% | +5.9% | +0.8% |
| 30D | -3.9% | -14.2% | +10.2% | +0.3% |
| 3M | -12.7% | -4.6% | -8.1% | -12.6% |
| 6M | -13.7% | +36.9% | -50.6% | -25.2% |
| YTD | +28.4% | +42.5% | -14.2% | +9.1% |
| 1Y | +21.8% | +45.8% | -24.0% | +1.8% |
| 3Y | -35.7% | +104.7% | -140.4% | -56.6% |
| 5Y | -36.8% | -21.7% | -15.1% | -48.9% |
| All | -12.1% | +6.9% | -19.0% | -49.6% |
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