+1,316.1%
TNA vs DD
+490.4%
+825.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.3% |
| 7D | -0.1% | -3.5% | +3.4% | +4.8% |
| 30D | -4.9% | -10.3% | +5.4% | +9.9% |
| 3M | +0.4% | -7.5% | +7.9% | +11.3% |
| 6M | +32.5% | -8.0% | +40.5% | +48.4% |
| YTD | +53.7% | +10.5% | +43.3% | +32.9% |
| 1Y | +65.1% | +38.3% | +26.8% | +4.1% |
| 3Y | +98.4% | +42.5% | +56.0% | +26.0% |
| 5Y | -22.5% | +60.2% | -82.6% | -52.6% |
| 10Y | +82.5% | +68.9% | +13.7% | +23.0% |
| All | +1,316.1% | +490.4% | +825.7% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling