+114.1%
DT vs TNA
+6.7%
+107.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -1.6% | -7.3% | +5.7% | +0.5% |
| 30D | +3.0% | -14.2% | +17.2% | +7.4% |
| 3M | +26.5% | -4.6% | +31.1% | +27.2% |
| 6M | +35.9% | +36.9% | -1.0% | +20.4% |
| YTD | +17.8% | +42.5% | -24.7% | +2.1% |
| 1Y | +4.1% | +45.8% | -41.7% | -11.7% |
| 3Y | +5.3% | +104.7% | -99.4% | -28.9% |
| 5Y | -27.2% | -21.7% | -5.5% | -38.9% |
| All | +114.1% | +6.7% | +107.4% | +37.7% |
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