+1,316.1%
TNA vs DAR
+1,486.1%
-170.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.6% |
| 7D | -0.1% | +1.4% | -1.4% | -1.8% |
| 30D | -4.9% | +12.8% | -17.7% | -17.6% |
| 3M | +0.4% | +7.4% | -7.0% | -10.3% |
| 6M | +32.5% | +22.3% | +10.3% | +1.6% |
| YTD | +53.7% | +81.1% | -27.4% | -21.3% |
| 1Y | +65.1% | +106.5% | -41.4% | -28.2% |
| 3Y | +98.4% | +5.3% | +93.1% | +58.5% |
| 5Y | -22.5% | -11.5% | -10.9% | -24.6% |
| 10Y | +82.5% | +353.3% | -270.8% | -60.2% |
| All | +1,316.1% | +1,486.1% | -170.1% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling