-9.3%
TDG vs TNA
+70.0%
-79.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -7.4% | -4.9% | -2.5% | -6.7% |
| 3M | -5.4% | +0.4% | -5.8% | -5.9% |
| 6M | -11.6% | +32.5% | -44.2% | -16.3% |
| YTD | -12.6% | +53.7% | -66.3% | -18.4% |
| 1Y | -9.3% | +65.1% | -74.5% | -16.9% |
| All | -9.3% | +70.0% | -79.3% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling