+76.5%
TNA vs DD
+66.6%
+10.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.4% |
| 7D | -7.3% | -3.5% | -3.8% | -2.4% |
| 30D | -14.2% | -11.7% | -2.5% | +2.4% |
| 3M | -4.6% | -9.2% | +4.7% | +8.8% |
| 6M | +36.9% | -7.2% | +44.1% | +51.7% |
| YTD | +42.5% | +6.6% | +35.9% | +27.7% |
| 1Y | +45.8% | +32.0% | +13.8% | -5.6% |
| 3Y | +104.7% | +42.1% | +62.5% | +23.5% |
| 5Y | -21.7% | +58.1% | -79.8% | -54.8% |
| All | +76.5% | +66.6% | +10.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling