+108.8%
TNA vs DAR
+9.6%
+99.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.5% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -10.1% | +7.4% | -17.5% | -14.8% |
| 3M | +2.7% | +15.7% | -13.0% | -8.8% |
| 6M | +38.4% | +30.0% | +8.4% | +11.6% |
| YTD | +45.4% | +87.5% | -42.1% | -10.2% |
| 1Y | +55.9% | +113.4% | -57.4% | -13.6% |
| All | +108.8% | +9.6% | +99.2% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling