-26.7%
DT vs TNA
-26.1%
-0.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.5% |
| 7D | -2.5% | -7.6% | +5.1% | -0.3% |
| 30D | +3.5% | -13.6% | +17.2% | +7.8% |
| 3M | +26.7% | +2.8% | +23.9% | +24.4% |
| 6M | +36.1% | +34.5% | +1.6% | +20.4% |
| YTD | +18.6% | +41.0% | -22.4% | +2.2% |
| 1Y | +7.9% | +52.0% | -44.1% | -10.7% |
| 3Y | +8.6% | +103.5% | -94.9% | -30.5% |
| 5Y | -26.7% | -22.5% | -4.1% | -36.2% |
| All | -26.7% | -26.1% | -0.6% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling