-34.4%
DOW vs TNA
+99.7%
-134.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.5% |
| 7D | -2.4% | -7.6% | +5.2% | -0.6% |
| 30D | -4.1% | -13.6% | +9.5% | -0.9% |
| 3M | -12.4% | +2.8% | -15.3% | -14.3% |
| 6M | -10.6% | +34.5% | -45.1% | -20.9% |
| YTD | +31.1% | +41.0% | -9.9% | +13.5% |
| 1Y | +30.5% | +52.0% | -21.5% | +9.5% |
| All | -34.4% | +99.7% | -134.1% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling