+110.9%
DT vs TNA
+13.6%
+97.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.7% |
| 7D | -4.9% | +4.1% | -8.9% | -6.0% |
| 30D | +2.7% | -7.6% | +10.3% | +4.8% |
| 3M | +20.0% | +8.1% | +11.9% | +16.3% |
| 6M | +28.0% | +49.0% | -21.0% | +10.7% |
| YTD | +16.0% | +51.7% | -35.7% | -1.2% |
| 1Y | +0.7% | +59.6% | -58.9% | -16.8% |
| 3Y | +6.2% | +118.9% | -112.7% | -29.7% |
| 5Y | -28.1% | -19.2% | -9.0% | -40.3% |
| All | +110.9% | +13.6% | +97.3% | +33.3% |
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