+1,041.7%
TNA vs DAR
+1,247.0%
-205.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -7.1% |
| 7D | +7.7% | +9.2% | -1.5% | -1.3% |
| 30D | -0.7% | -12.3% | +11.6% | +12.0% |
| 3M | -25.4% | -12.7% | -12.7% | -17.5% |
| 6M | -11.8% | -12.8% | +0.9% | -5.4% |
| YTD | +23.9% | +53.8% | -29.8% | -26.8% |
| 1Y | +25.6% | +60.3% | -34.7% | -29.1% |
| 3Y | +137.1% | +31.7% | +105.4% | +46.2% |
| 5Y | -45.4% | -27.7% | -17.7% | -36.0% |
| 10Y | +39.5% | +309.8% | -270.3% | -67.1% |
| All | +1,041.7% | +1,247.0% | -205.3% | -9.9% |
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