-10.4%
DOW vs TNA
+13.8%
-24.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | -2.9% | +4.1% | -7.0% | -4.1% |
| 30D | +2.0% | -7.6% | +9.6% | +4.2% |
| 3M | -12.5% | +8.1% | -20.6% | -15.9% |
| 6M | -9.2% | +49.0% | -58.2% | -23.3% |
| YTD | +30.8% | +51.7% | -20.9% | +9.1% |
| 1Y | +29.4% | +59.6% | -30.2% | +5.3% |
| 3Y | -34.6% | +118.9% | -153.5% | -56.7% |
| 5Y | -35.9% | -19.2% | -16.8% | -48.6% |
| All | -10.4% | +13.8% | -24.2% | -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 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