+12,374.3%
TDG vs TNA
+913.2%
+11,461.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.9% |
| 7D | -2.7% | -7.6% | +4.9% | -0.5% |
| 30D | -9.3% | -13.6% | +4.4% | -5.6% |
| 3M | -7.1% | +2.8% | -9.9% | -8.3% |
| 6M | -11.2% | +34.5% | -45.7% | -19.6% |
| YTD | -15.3% | +41.0% | -56.3% | -25.0% |
| 1Y | -12.5% | +52.0% | -64.5% | -25.3% |
| 3Y | +51.2% | +103.5% | -52.3% | +5.3% |
| 5Y | +126.1% | -22.5% | +148.7% | +88.1% |
| 10Y | +536.2% | +81.9% | +454.4% | +234.2% |
| All | +12,374.3% | +913.2% | +11,461.1% | +2,523.6% |
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